The Analysis And Design Of Commercial Bank Non-retail Internal Credit Risk Rating

Credit risk management in commercial bank of our country develops slowly dueto historical reasons and economic system reasons. Along with the reforming offinancial system and banking system, the level of credit risk management has beenenhanced to a certain degree, the development of credit risk identification andmeasurement has been in line with international standards. In the new Basel CapitalAccord frame foundation, the CBRC regulatory framework has been graduallyformed. Many banks in our country have made considerable progress in IRB, Such asindustrial and commercial bank and some other banks have realized the foundation ofIRB primary method and advanced method, and applied them to the real business andmanagement, to achieve a number of CBRC for credit risk control indicators, Theyachieved a number of CBRC for credit risk control indicators. This paper hasreference significance in credit risk identification and measurement of commercialbank.This paper describes the credit risk management and Internal Rating BasedApproach theory. This paper discusses the current methods of Internal Rating BasedApproach in commercial bank credit risk. List the existing problems, In the light ofthe existing problems, combined with the actual needs of the banking businessdevelopment, design an improved management of credit risk with Internal RatingBased Approach, expatiates the customer ratings and debt rating content, includingthe process, model, calculation method, parameter setting and other content. At last,taking a customer of a bank as an example, applied the improved internal ratingmethod to real business. In the respect of credit management of banking real needs inbusiness, Provides valuable internal credit risk rating plan.