Research On Building A Credit Risk Management System For Domestic Commercial Banks

The United States subprime mortgage crisis in2007, has caused a great loss to China and the world economy, lack of credit is the main reason of increasing the influence. Frustrated in domestic real estate, the slowdown in economic growth, coupled with the liberalization of interest rates, the RMB exchange rate flexibility increases and other institutional factors, risks commercial banks face increasingly severe. The risk that the commercial bank faces market risk, operational risk, credit risk, liquidity risk, credit risk, and the most important risk is credit risk, conducts the research to the commercial bank credit risk has the theoretical significance and practical value.In our present financial system, because the capital market started late, the level of risk management of commercial banks is relatively low compared with other countries in the world, large commercial banks, credit risk management of commercial banks in China in the construction of the system, scope, cultural construction, management methods and measurement tools and other areas have also exists obvious gap. The lack of credit risk management system suitable for the characteristics of the Commercial Bank of our country, if the implementation of IRB Basel agreement requires large number of basic data accumulation, there are insufficient data accumulated in many commercial bank sin China, so the quantitative management of credit risk effectively with no law, for the present stage credit risk management of commercial banks in China, is still very necessary.This paper analyzes the causes of the credit risk of commercial bank, analyzes the existing credit risk management in commercial banks, then put forward to strengthen the credit risk management of commercial banks, credit risk management system for China’s commercial banks own characteristics is put forward from the practical point of view. The construction of the target system including risk management line related departments as an important platform, for continuous tracking and management of the risk; system provides various statistical analysis tools and methods for measurement of risk, for key credit asset analysis, continuous monitoring and pre alarm classification; at the same time and credit risk related data cleaning and integration, credit risk data accumulation, for commercial banks to implement the IRB, lay a solid data preparation, finally realize the monitor, the credit risk analysis, early warning, measurement and control, complete the letter is calculated with the risk quantification.