期刊名称:Annales Universitatis Apulensis : Series Oeconomica
印刷版ISSN:1454-9409
出版年度:2006
卷号:3
期号:8
出版社:“1 Decembrie 1918” University of Alba Iulia
摘要:The Basel Committee proposes to permit banks a choice between two broad methodologies for calculating their capital requirements for credit risk. One alternative will be to measure credit risk in a standardised manner, supported by external credit assessments. The alternative methodology, which is subject to the explicit approval of the bank’s supervisor, would allow banks to use their internal rating systems for credit risk.