Research On Credit Risk Management Of Commercial Bank In China According To International Comparison

The credit risk problem of the commercial bank is an ancient topic, credit risk was accompanying with the creation of the banks. The commercial bank of the west experience several hundred years from appearing to develop. The banking had achieved an unprecedented development, moreover, the theories against the credit risk and the means against the credit risk nearly attain perfectly,.experts and scholars created many theories and models, which are used widely in the fulfillment.The commercial banks of China are come over by the stateowned banks, which are from owning to nation absolutely to formulate independent management models. There are more than ten years. Therefore there is much gap between the commercial banks of China and the west comercial banks. Since the gap exits,We must learn from west advanced countries and find our own means based on the situation of China to develop our commercial banks to optimize the banking system.This text compares the current Chinese commercial banks with the foreign commercial banks on the situation of credit risk management and risk management methods etc to find out the difference and put forward the suggest according to the international standard and request,which is the try to enhance the ability to resolve the commercial banks.This article is divided into 5 chapters.Chapter 1 is the introduction, which mainly illustrates the textual research background and meaning. It starts with the current status of the development of the global banking and the challenge for our country's banking. The agreement of new Basel capital put forward a new request to the development of the international community bank, as well as some opportunities. In this kind of case, how to promote the development ability of our country's commercial bank industry, resist and dissolve various risk, particularly credit risk, have become an important issue. Up to the present, academic circles have put forward many new standpoints and made many tries about how to guard against the credit risk of the commercial bank and promote the banking development level, which obtains good result.Chapter 2 is the concept and characteristic of the commercial bank credit risk. It mainly introduces Basel new capital agreement, three main factors of Basel new capital, and the methods of calculating of the credit risk under the capital agreement.Chapter 3 presents the status quo of the current Chinese and Foreign commercial bank credit risk management, analyzes the characteristic of the foreign commercial bank credit risk management, unveils the big development of public foreign commercial bank to turn a management, the risk management information system, risk to manage early-warning system etc. It has become the important means to resist credit risk and strengthen management, and also makes us see the distance between our country's commercial bank and the foreign.Chapter 4 makes a comparison between Chinese and Foreign commercial bank credit risk management. It is divided into two sections: Section 1 introduces the difference of Chinese and Foreign commercial bank credit risk management, mainly including the aspects such as principle, system, mechanism and technique, etc.Section 2 compares systematically the methods of Chinese and Foreign commercial bank credit risk management, which is divided into two parts:The first part introduces the method of foreign commercial bank credit risk management, including a reputation rating and the credit risk evaluation model. The more popular credit risk evaluation model includes: 1. Z-get a goal model, it is a change quantity method more which classifies the company via the absolute generous character process that changes quantity through the ratio level and list to add power comprehensive;2.the ZETA credit risk model, it is the second generation evaluation method that improved the empress of the Z model; 3.the nerve network method, it is a new method in the credit risk model. It is one category in not the line gather a type of analysis of method., which can change the latent relation of the quantity to the estimate to carry on depict but give better estimate result, without changing of the quantity to the line function of the estimate function with the assumption that relate to independently mutually;4.the KMV model, it shows the default rate of lend money by using the motion rate of the capital structure, the property income of the company through the option list price model with current property. Based on introduction of the foreign commercial bank credit risk management, this stanza chooses Citibank and Germany bank as successful cases in the credit risk.The second part introduces our country's commercial bank credit risk management method. At present, most of our country's commercial bank are still using the reputation grade point method while carrying on analysis of the credit risk. They have not used quantitative analysis model and are not stable, which dose not get good results.Chapter 5 puts forward with some advices to perfect our country's commercial bank credit risk management based on the above chapters. It should be carried on from the following four aspects:The first is to reinforce the reform of the banking financing institution, and perfect manage structure. To succeed to carry on the share system reformation and build up scientific company manage structure, it needs to draw lessons from international advanced experience, combine the actual circumstance of the our country banking, and continuously reinforce the reform of the banking financing institution.The second is to make sound stipulation mechanism centered on capital management. With《the valid bank take charge of core principle》with the BaselⅡfor symbolization, the international banking takes the modern model of risk as the key. The target of our country's commercial bank credit risk management reform is to set up the banking watch model which adopts the capital ample rate as the core, the credit risk manage as its basement, and finally realizes the transfer of gravity.The third is to set up credit risk generous character model. The establishment and usage of credit risk identification is just the first step to establish the modern commercial bank credit risk management system. For evaluating credit risk more accurately, the commercial bank should take identifying model as foundation, and set up credit risk generous character model.The fourth is to change business structure. Our country's commercial bank tries to develop a new field of capital economizing type and realize the change of the earnings mode. So we have to speed the business transformation, expands the not- traditional bank business that the low capital consume strongly, actively adjust the traditional bank business structure, which includes the developing retail price bank business, midway business, adjusting loan structure and found newly arisen business etc.. Thus it can detract and alleviate the risk.