Commercial Bank Credit Risk Management Research

The credit risk is the major risk commercial banks face and is also the crux of all the problems the banking industry is confronted with in our country.This dissertation chooses the measurement management of the credit risk of our country's commercial banks as research project.Through this research,it tries to make a comparatively systematic theoretical analysis of the credit risk problems of commercial banks on the basis of using the domestic and foreign existing research achievements for reference,for the purpose of doing some effective works for the development and application of the credit risk management techniques of our country's commercial banks.Starting from the concept, emerging reason and basic theory of credit risk,this dissertation expounds the model and method of credit risk measurement in detail,and introduces the basic contents of new Basel capital agreement and the core contents of internal rating method,and further discusses the feasibility of carrying out the internal rating method in our country.This dissertation probes into the application of credit risk measurement method and model in our country.Based on the evolution and development of Citic Bank credit risk, researches Moody's KMV model system of Citic Bank, and put forward a comprehensive evaluation of the better credit rating process. This dissertation focuses on the discussion of carrying out effective credit risk management in domestic commercial banks and referring the valuable proposal.