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风险资产总额的计算公式

2024-01-24   Meteor

风险加权资产总额等于资产负债表内资产×风险权数加上资产负债表外资产×转换系数×风险加权数。
计算方法:
1.对于信用风险资产,商业银行可以采用内部评级法、外部评级法和标准法计算;
2.对于市场风险资产,商业银行可以采用标准法或内部模型法计算;
3.对于操作风险资产,商业银行可以采用基本指标法、标准法或高级计量法计算。
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