Basel Iii And Commercial Bank Credit Risk Metrics

By researching the framework of BaselⅡand of the BaselⅢ, and advanced credit risk measurement methods of research, this paper analyzes the existing problems in China. Some new problems which was reflected through the financial crisis in 2007 tell us that we can not ignore the impact of the macroeconomic environment for the default rate. And default rates with a number of different environmental conditions the relationship between the basic data has been investigated. According to China's actual conditions of the commercial bank risk, measurement methods can be applied to the problems in China.