U.S., Japan, Comparative Analysis Of Commercial Bank Credit Risk Management

Credit risk management is a modern commercial bank's eternal theme, with the market economy, Fa Zhan, internationalization of production of further, clear trend of global flows of capital, commercial banks face the risk of increasing, more and more types of risks, Biaoxian the diversity, complexity and concealment. Commercial banks in many types of risk, credit risk management banking risk management is clearly the core issue. 2008 outbreak of the subprime crisis by the United States formed by the global financial crisis is very typical proof. This paper from the commercial banks, credit risk management, combined with the "New Basel Agreement" provisions of the U.S., Japan's credit risk management, control technology, as well as the two countries on the regulation of bank credit risk management system to consider how to enhance China Commercial bank risk management and risk management of commercial bank credit monitoring system, to find out the Chinese commercial banks to enhance credit risk management capabilities of the path and methods.This paper is divided into seven chapters :The first chapter. This chapter first introduces the research background and significance of this article. Points out the late development of Chinese Commercial Banks, credit risk management infrastructure is weak, how to strengthen the commercial banking credit risk management background and urgent instructions from three different aspects of commercial bank credit risk management is an important management position, a good grasp of commercial bank credit risk management of great practical significance; the second describes the research status of credit risk management; third illustrates this thesis is organized and content; fourth from the definition of the concept of credit risk management, credit risk management, U.S. and Japanese history, etc. aspects of the general introduction of credit risk management.Chapter II US-Japan commercial bank credit risk management operation comparative analysis of the mechanism. This chapter from the United States, Japan, discusses the credit operation the basic profile system, and concluded that the United States, Japan, commercial banks and credit the main features of the mechanism.Chapter III of the US-Japan commercial bank credit risk management customers comparative analysis of policy options. This chapter discusses the U.S. and Japanese commercial banks, credit risk management of the customer policy options for the basic profile, and the removal of some commercial banks in the customer comparative analysis of policy choice.Chapter IV of the US-Japanese commercial bank credit risk management, risk measurement method of comparative analysis. This chapter discusses the U.S. and Japanese commercial bank credit risk management, risk measurement method, the basic profiles, and risk measurement between the two countries method of comparative analysis, summarized the relevant characteristics.Chapter US-Japan commercial bank credit risk management, comparative analysis of the risk of performance evaluation. This chapter discusses the United States, Japan, the basic profiles of the risk of performance evaluation, through the charts, model comparison analysis, obtained the risk of U.S. and Japanese commercial banks in the performance evaluation of basic characteristics.Chapter VI US-Japan commercial bank credit risk management, comparative analysis of regulatory systems. This chapter focuses on the regulation from the United States and Japan starting their day to day supervision of the policy, regulatory policy analysis and comparison of the differences and characteristics.Chapter VII of the U.S. and Japanese commercial banks, credit risk management on China's financial sector policy recommendations. This chapter by more than the United States, Japan, history of credit risk management statements, and the United States, Japan, commercial banks, risk management and control of four different technologies compared with the external monitoring system of progressive combination of current credit risk management of Chinese commercial banks operating conditions, the first China's commercial banks shows that the present management of credit risk characteristics and comparison with commercial banks, U.S. and Japan, there are gaps or problems. Proposed risk management operation mechanism, the credit customers policy options, risk measurement the risk of performance evaluation methods and how to learn in four areas, especially in how to strengthen portfolio management; how to enhance the probability of default ( PD model) of the measurement, how to use risk adjustment of economic capital (RORAC) assessment and other aspects of the relevant recommendations. The second paper in the regulation of commercial banks should focus on strengthening the commercial banks from credit risk management process control, strengthening the commercial banking products with high leverage and the relationship between the regulatory supervision of a loan.