The Application Of Internal Rating Method In Z Bank Corporate Credit Rating System

Credit risk is the most important risk faced by commercial banks,Credit risk, also called default risk, English name is Credit Risk。With the trend of financial globalization and financial market volatility in recent years, with the rapid development of the domestic commercial banks in recent years(The rapid expansion of the scale of business, including branches, staff),Domestic commercial bank credit risks and challenges facing the hitherto unknown。China’s banking supervision department to improve the commercial bank’s credit risk management requirements,Credit risk measurement methods and models of innovation and improvement,Internal rating based approach is one of the core contents of the New Capital Accord。Credit risk is the risk of potential risk, long-term, the risk of damaging the enormity of the characteristics and risk control。Credit risk is the priority among priorities for domestic commercial banks, the vast majority of commercial bank’s credit risk weighted assets in more than 90%,The New Capital Accord(Basel II, III) implementation is put forward higher requirements of bank credit risk management,Z bank, the existing management methods and rating model of credit risk can not be a good measure,There is no formation of risk measurement system, can not meet the requirements of the implementation of the New Capital Accord,The urgent need to upgrade, established in line with the implementation of the internal rating system and the internal rating model of the New Capital Accord.We use the methods of quantitative analysis of advanced quantitative factors(such as financial data) model,According to the expert questionnaire,Integrated to determine the influence of enterprise development and may lead to qualitative factors in breach of contract,Combined with the quantitative and qualitative factors two aspects to establish a comprehensive model,The rating model is established in line with the CBRC "guidelines" of internal credit risk rating system of commercial bank supervision requirements,Has formed a complete set of customer internal rating system and method;The rating model is established considering the current macroeconomic situation and combined with expert on the basic situation of macroeconomic future judgment,The model is not only the objective reflection of the historical data, the actual demand and able to adapt to the macro economic development, policy change and so on.Z bank established a corporate customer rating system according to the regulatory requirements and business development needs. This paper mainly introduces the construction process and the application of the internal rating system of corporate customer rating system of Z bank,The full text is divided into five chapters:The first chapter introduces the background, meaning and the construction of the internal rating system of innovation;The second chapter introduces the technology and application of internal rating method;The third chapter introduces the history of the situation and problem of Z bank;The fourth chapter introduces the process of the construction of internal rating of Z bank;The fifth chapter introduces the model of Z bank and suggestions;The sixth chapter summarizes the significance and application of the internal rating method in the construction of Z credit rating system of the bank in the future for the Z bank’s internal rating system.