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Application Study of Irb in B Bank’s Credit Risk Management

Author: HuangLiFang
Tutor: PanYong
School: Guangxi University
Course: Business Administration
Keywords: The New Basel Capital Accord The InternalRating-Based Approach Credit Risk Management Commercial Bank
CLC: F832.4
Type: Master's thesis
Year: 2013
Downloads: 69
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Abstract


The operation and management of commercial banks is experiencing more and more risks and challenges with the increasingly complicated model of global finance and economics. This study is to analyze the application of internal rating based method in commercial bank’s credit management under the new Basel Capital Accord, which focuses on case study supplemented by theory research, without analysis of related theories and models. A joint-stock bank is taken as an example to identify the problems that it is facing and propose the countermeasures accordingly by analyzing its application of internal rating based method and drawing on the experiences of other banks at home and abroad.This paper starts by introducing the development of IRB in B bank, and then is followed by analyzing the application of IRB on credit authorization management, risk pricing, risk limits, risk early warning and post-loan management. With the specific cases to demonstrate the application of internal rating result in credit access, loan pricing, loan management, analysis is conducted on the credit risk management effectiveness of IRB, the lack of basic data support, talent support, and low level of application of internal rating method. By drawing on the practical experience at the domestic and foreign commercial banks in the internal rating method, combined with B bank’s risk management status and the IRB implementation conditions, this article puts forward countermeasures and suggestions to improve the internal rating method applied on credit risk management, which aim at the problems of internal rating system, lack of supporting data, establishment of high-level and professional teams, development of application of the IRB approach, strengthened credit risk classification of assets management, good risk management culture creation and reinforced ratings-based management.

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Credit
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