The Study, Based On Credit Risk Management Of Commercial Banks In China Under The Capital Adequacy Requirements

With the globalization of finance and stepwise opening of our banking, according to the Basel accord proposal, increasing the capital adequacy of our commercial bank is an important task currently. As the credit risk management closely linked to capital adequacy, how to adapt and embody the restriction of capital is an important question for discussion. Beginning from the recommendation of Basel accord, this thesis expatiates the important significant of putting forward of "commercial bank capital adequacy management means". Under the theory of asset management, debt management, asset and debt management, from the view of capital adequacy requirements, this thesis analyzes the credit risk reorganization and measure of our commercial bank. Through the analysis of custom credit evaluation and loan risk classification, this thesis studies the problems in commercial bank's credit risk management and experiences that should introduce from abroad. Then through a simple VaR demonstration to a loan, this thesis brings forwards the economic capital requirements. At last, this thesis tries to combine the safety-first model with VaR technology, applies it into commercial bank's loan portfolio management and designs a value maximum model.