Studying Of Implement Internal Ratings Based Approaches Of Z-Bank

In the economic situation of the integration of the global economic and financial， For China’s traditional commercial banks, how to speed up the process of internationalization and be geared to international standards, how to improve the level of modernization of risk management, in order to better deal with the fierce competition of the advanced foreign bank in the fully open of banking sector, are very serious problems placed in front of us. With the pace of China to accelerating implementation of the new Basel Capital Accord, the commercial banks are required to implement the Internal Ratings Based Approaches (IRB) of the New Basel Capital Accord in their credit risk managements.The implementation the IRB in Z commercial bank is both the requirement of the external regulatory, and the need of internal management, the implementation of the IRB is the need to accelerate the process of internationalization for Z commercial banks, and the inevitable trend of the adapting to the new regulatory requirements, and an important means to improve the bank’s core competitiveness, and in favor of improvement the overall level of risk management and promotion the construction of commercial bank credit culture.In this paper, based on the urgent need of implementation of the IRB in the Z Commercial Bank, first through the concept of the theory of the IRB, the connotation of dimension, the basic framework of key indicators and measurement methods are described, followed by Z commercial bank’s current rating system analysis to identify the gap. The next study from eight aspects of risk classification of assets, corporate structure improvement, debt rating, the rating of customer credit rating, the accumulation of historical data, IRB model test of risk parameters, risk mitigation tools to manage Z commercial banks to implement internal rating the law needs to focus on solving the problem. Finally, the Z commercial banks to establish the concept of the internal rating model, initially proposed corporate clients credit rating, personal customer credit scoring, credit asset risk classification of three aspects of model building program.In this paper, the analysis and studying of the problem and proposed countermeasures from the author is based on the research results through using the theory studying from MBA into the implement the IRB in Z commercial banks. And, they have some practical significance on the domestic commercial banks and joint-stock banks to implement the IRB.