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A Discussion on Credit Risk Management Method in Commercial Bank of Our Country under New Basle Capital Accord

Author: MaYingJie
Tutor: BaoJingHai
School: Hebei University
Course: Finance
Keywords: Commercial bank Credit risk IRB Early Warning System Credit derivatives
CLC: F224
Type: Master's thesis
Year: 2006
Downloads: 468
Quote: 1
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Abstract


China's accession to WTO, the banking sector to gradually integrate into the process of financial globalization , in particular the end of 2006, all of China's banking industry after the opening of market access , foreign banks in China will officially enjoy national treatment , which has technically in risk management advantages, China's commercial banks will face more intense competition. Therefore, the credit risk management of commercial banks conduct research, improve the level of credit risk management is extremely urgent and important. Based on the New Basel Capital Accord will be implemented international context, based on the credit risk of commercial banks in the current situation , in-depth analysis of the causes of the credit risk , from the United States advanced the analysis of credit risk management , credit risk management has been the important revelation . Then , this article from risk identification and analysis, valuation and measurement , processing three close links as a starting point , focusing on the management information system construction , finance short-term early warning model, IRB implementation and measurement of credit risk , use of derivative credit risk transfer instruments and other aspects of credit risk management technical aspects are discussed in detail . Finally, starting from the system level , dig the credit risk management needs of the organization, internal control system and credit culture and other aspects related to system construction .

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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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