The Study On Credit Rating Of Commercial Bank

Credit risk is the major risk of commercial bank's, and one of the technical means of banks to identify and manage credit risk is the credit rating. Since the application of mathematical statistical techniques, modern commercial bank risk management techniques have been improved to a newer height. The New Basel Capital Accord proposed the IRB, and stressed the two-dimensional rating idea of the bank customer ratings and debt ratings. As the credit rating combined with bank capital regulation and credit risk management, the concepts and methods of credit rating have been more wide attention and use.Relatively, what credit rating emphasis is the credit risks management practice. Resulting from the Western market economy , credit rating is one of risk management tools rootely in a market economy. However, China's market conditions and environment is different from the Western market economy. Therefore, China should give full consideration to the domestic special market and economic environments.On this basis , for the characteristics of domestic commercial banks, this paper presents some practical methods and requirements on bank credit rating.Credit rating is a complete system. Firstly, the article describes the basic concept and methods of credit rating, including the development process, the bank credit rating system in the New Basel Capital Accord, and some rating models. Secondly, the article focuses on the practical problems of bank customer rating and debt rating. Finally, the article discusses the management of bank credit rating procedures, and the application of bank credit ratings. Discussed above, the puepose of the paper is to work on the bank credit analyst to help.