China's Commercial Banks Issue Of Irb

Internal ratings as credit risk analysis tools and technology platform, in the bank at the heart of risk management. New Basel Capital Accord as the core technology, it represents the future of banking supervision of risk management and capital development. With the opening up of China's economic expansion and continued growth, the domestic banking industry is experiencing a shift from the pursuit of nominal income strict focus on risk management and the resulting ability of the sustainable development of the major changes. China's banking regulatory authorities in February 2007 issued the "China's banking sector guidance for the implementation of the New Capital Accord", which clearly calls overseas institution are set up any business, international business accounted for a significant proportion of large commercial banks in 2010-2013 between implementation of the new Capital Accord, which the implementation of internal ratings of credit risk. Challenges in China's banking sector, while foreign successful experience should play according to their actual characteristics of the role of the IRB risk warning, and constantly improve the supporting construction, while strengthening the supervision and management of internal ratings.So far, China's commercial banks have basically completed preparations for the construction of the internal ratings, the major joint-stock commercial banks have also started construction of the internal rating, and have achieved certain results. However, the current practice in commercial banks for the application of the future direction of the internal rating is also a lack of strategic thinking and deployment of technology in actual operation, management and response to changes in the macroeconomic environment, there are still some of the problems and defects. This view of this situation, full of internal ratings in the construction of China's commercial banks, will the IRB use in practice situations and the world's leading commercial banks, comparative analysis, to identify the internal rating of Commercial Banks in practice gap and accordingly the improved methods and recommendations. The main content of this article:The first chapter is introductory article introduces the background, content, method and innovation and frameworks.The second chapter is literature, introduces the core idea of the internal rating, risk factors and risk measurement ideas, scholars on related issues within the basic method of rating the research literature.The third chapter of Commercial Banks in the direction of the IRB application and practice of the gap analysis. First analyzed the IRB Commercial Bank of China practice in the application of the direction and strategic significance in the future. Then, for example, analysis of the IRB construction status of micro-technology in practice, in the view of management as well as respond to changes in the macroeconomic environment, exposure to problems and gaps.Chapter Four for the gaps and problems raised by the previous chapter, namely the micro-technology, in view of management and macro-environment to improve and strengthen the construction of internal rating methods, measures and proposals to enhance China's commercial banking practice in the application of internal rating level.Fifth chapter is the present stage of China IRB building construction stock and strengthen their internal rating on the development of China's commercial banking practice to prospects.The paper concludes that China's commercial banks in the current construction of the internal rating is still at an early stage it is necessary to fully understand the internal ratings in the banking practice gaps and issues, and the actual situation in our country to improve on the analysis of internal rating and research, and then give full play to the IRB in the role of China's banking practice.