Research On Credit Risk Internal Ratings System In Commercial Bank Of Our Country

During the passing decades, the international credit risk measure method and management have been well developed. June 2004, the implementation of The New Basle Capital Accord is the signal of the credit risk rating system which had been rapidly developed. It's promoted the international advanced commercial banks started to research and develop there own internal credit risk rating systems. As the opening degree of our country banking industry to the outside world is enlarging, it's especially important for our commercial banks'credit risk management to achieve the international standards. But the actual situation is that the constructions of our country commercial banks'IRS are very backwardness, and the research in this domain is just started.At the foundation of analyzing the advanced idea and method at risk management and IRS of the international advanced commercial banks, this article had comprehensively inspected and analyzed our country commercial banks'credit risk management, and try to establish the IRS that suitable for our country commercial banks.This article is divided to five chapters. Chapter 1 is introduction and literature summary, which introduce the background and significance of this papers, it's also analyzed the necessity and function to establish the IRS for our country commercial banks.Chapter 2 discussed the credit risk rating method and the application situation in the developed country mainly in the European countries and American commercial banks. It's depicted the credit risk rating method of The New Basle Capital Accord and the application situation of IRS in the American commercial banks, and then introduced the case of the United Bank of Switzerland.Chapter 3 discussed the application situation and flaws of our country commercial banks'credit risk rating method, and it had depicted the particularity,application situation and main flaws of our country commercial banks'credit risk...