A Discussion On Credit Risk Management Method In Commercial Bank Of Our Country Under New Basle Capital Accord

The banking industry gradually intergrated the financial globalization advancement withChina entered the WTO, especially China's opening its banking market enrollment completelyin the end of 2006, the foreign commercial banks will officially enjoy the national treatmentin China. As they have the superiority of technique in the risk management,Local bank willexperience fiercer competition. Therefore, it is obviously urgent and important for China'sbanking industry to make a research of the credit risk management and improve the techniquelevel in the risk management.Under the realistic background of the New Basle Capital Accord, this thesis thoroughlyanalyzes the reason which the credit risk produced based on China's credit risk presentsituation .Through comparing with American's advanced credit risk management methods, itput forward important enlightenments.Then, from the credit risk recognizing and analyzing,the estimating and the measuring, risk processing three close links, the author emphaticallydiscusses the system of the management information, the financial short-term warning modelestablishing, IRB implementation and the credit risk measuring model, the utilization of creditderivatives shifting the credit risk.Finally, from the system stratification the thesis thoroughlydiscuss necessary concerned system construction which the credit risk management needs,such as the organizations and agencies, the internal control system and the credit culture andso on.