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《Journal of Beijing University of Aeronautics and Astronautics(Social Sciences Edition)》 2000-04
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Credit Risk Measurement and Control for Commercial Banks in China

SHEN Pei-long, REN Ruo-en, MA Jie (School of Economics and Management, Beijing University of Aeronautics and Astronautics, Beijing 100083)  
According to A New Capital Adequacy Framework issued and the VaR method recommended by the Basle Committee on Banking Supervision to determine the minimum capital, the basic framework for internal risk management suitable to commercial banks in China is investigated. The investigation combines the techniques in CreditMetrics?with the objective practices in the commercial banks. This framework will play an important role for the commercial banks meeting with the credit risk management in the world once China enters the WTO.
【Fund】: 国家自然科学基金;; 加拿大麦吉尔大学联合资助(79942011)
【CateGory Index】: F832.33
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