Study On Management Of Credit Risk Of Chinese Commercial Bank Under Basel Ⅲ

In2007the global financial crisis, Basel Committee in order to strictly control the riskspreading,to reduce the risk level,prevention in the next periodic economic development andfinancial market international identity,the risk will happen again, Promulgated by the Basel Ⅲand the provisions of the implementation of global bank.In this paper, based on the credit risk and the theory of learning, first learn the definitionof credit risk and credit risk management concept,Introduced on the basis of the classicalcredit theory, information economics theory.And analysis of the main function of the creditrisk of the formation of the theory of. In the part of credit measurement method,the traditionalmeasurement method mainly analysis expert system, a method of rating and credit ratingmethod.For the Modern Credit Metrics model,From four aspects, the founder of analyticalmethod, data requirements and applicable scope, Compared with Creditmetrics model, CPVmodel, Creditrisk model and KMV model. In the middle,analysis of China’s commercial bankcredit risk management and credit risk present situation and causes.The credit riskmanagement of our country experienced the quota management, pay attention to credit quality,comprehensive credit management to improve the level of the three stage. To our countrycommercial bank non-performing loans, non-performing loans branches, total assets, loansmainly industry to enumerate tables or graphics and analysis them,determine the credit risk ofChina’s latent status.Analysis of the factors of banks and external double aspect,Mainlyincludes the governance structure defects, the borrower investigate the problem, managementafter loan, mortgage survey questions, for technical reasons, government intervention, marketchanges, natural disasters. Micro factors such as illegal business or management confusion,the collateral is insufficient to repay the debt, insufficient funding the project failed.Thefourth chapter,Mainly analyzes the difference between Basel Ⅲ and Basel II, Comparison ofthe Chinese version of the Basel Ⅲ and Basel Ⅲ,Do sufficie nt theoretical preparation for theintroduction of the development of Basel and Countermeasures Ⅲ of commercial banks inchina.At the end of the article, the present situation of our country’s credit riskmanagement,Including the current risk model, risk management organizational structure, datasystem, risk management, corporate governance,in view of the present situation and putsforward the corresponding countermeasures and suggestions, In order to guide the practice ofcredit risk management of commercial banks in China.