New Basel Capital Accord Within The Framework Of China's Commercial Banks To Credit Risk Research

Credit risk is the main risk that the commercial bank faces, controlling credit risk effectively is the foundation that the commercial bank can exist and develop healthily. The technology and level of the credit risk management are backward in our country today, so it becomes a very important act that we use foreign advancing experience of credit risk management to strengthen our level. The promulgation of BaselⅡoffer the opportunity for us, and it is the main task the domestic commercial bank facing today that how to carry out IRB according to the requirement of the new agreement earlier.Firstly, this essay describes the define & character of the credit risk and the influence on the commercial bank management, and reviews the engenderer & new contents of BaselⅡ. Secondly, it gives some analysis and evaluation about the internal credit rating system and the credit assets quality classification system of the four state commercial banks. And on the basis of that, it discusses the measuring task of PD & LGD in domestic commercial bank industry. Finally, it brings forward some policy advice that how to reinforce the credit risk management of the domestic commercial bank industry through analyzing the status quo of that.