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New Basel Capital Accord Within The Framework Of China's Commercial Banks' Risk Management Research,

Posted on:2004-02-01Degree:MasterType:Thesis
Country:ChinaCandidate:X H WangFull Text:PDF
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The Basel Committee on Banking Supervision has released the New Basel Capital Accord (the third manuscript) in April 2003. This accord regards "minimum capital requirement, supervisory review process, market discipline" as its props, provides a series of scheme of deal with credit risk, market risk and operation risk, displays t Sufficiently the newest achievements about risk management and the newest change of supervision practice and have the appropriate foresight. As the common criterion, rule and means of risk management of the international banking , its implementation will certainly be able to give rise to the far-reaching effects on the international banking.China has entered the WTO and the new accord will discipline our banking sooner or later. It is extremely urgent to strengthen and improve the risk management level of our commercial banks. Based on this, the thesis begins with the New Accord , probes into its probable affects on the our commercial banks and carries out the effective management to the three risks of our commercial banks according to its requirement. Firstly, it is a study on the New Accord and introduces the logical evolution of the Basel Accord, the main contents and main feature of the New Accord. Secondly, it analyses the probable effects through the three great props of "minimum capital requirement, supervisory review process, market discipline". Lastly, it analyses the management methods of credit risk, market risk and operation risk of our commercial banks: in the section of the credit risk, it begins with risk recognition , introduces the difficulties of establishing the Internal Ratings-Based Approach of our commercial bank and puts forward the management thinkings from the five respects : the setup of IRB, credit culture establishment, the modification of information announcement, the innovation of credit management tools and improvement of the capital adequate rate. In the section of market risk, it introduces the reason of strengthening its management of the whole world and our country, analyses the most important method-VaR and then discusses its operation inour country commercial banks. In the section of the operation risk, it defines the internal meaning, analyses the different measure means, points out current pressure of our commercial bank's facing and finally proposes the rightful operation risk management tactics combining the actual situation of our country.
Keywords/Search Tags:the New Basel Capital Accord, commercial bank, credit risk, market risk, operation risk
PDF Full Text Request
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