The Analysis In Loans Credit Risk Management Of Commercial Banks X

The domestic capital market develops rapidly, and the business expansion causes the company more depending on funds. To meet the requirements of business funds, commercial bank should allocate capital more efficiently. At the same time, this situation need bank update the management mode and enhance the market competitiveness. Well, the credit market is the most complicated, and the measuring of credit risk is the key point.From the financial crisis, we can realize that the financial system is efficacious depending on the commercial bank ability of credit risk control. By competing, the commercial bank aware the risk control and management is important and lacking, and hope making up for deficiencies in this area, measuring and controlling the risk effectively. In this situation, the thesis is essential to introduce the international advanced and suitable risk management technology which is named risk-adjusted return on capital(RAROC), combining with IRB, to achieve high matching between the risk and the return, and the purpose of maximizing capital allocation. The thesis elaborates the theories of risk management and measurement methods from the point on credit risk management of China's commercial banks. First, using the IRB measures probability of default that is the important index in RAROC. To combine with qualitative and quantitative, selecting the index is financial and non-financial system. Then, the thesis introduce and analysis the method of calculating of economic capital in X commercial bank. Finally, as mentioned the problems from the risk management of commercial banks in China, the writer takes a steel company for example, to analyze the application of RAROC combining with IRB in credit risk management. Consequently, the thesis provides valuable suggestions for the risk management capabilities of the current commercial banking market in China.