基于巴塞尔新资本协议的我国商业银行信用风险内部评级研究-世界经济专业论文.docxVIP

II II Abstract With the trend of economic globalization, strengthening the financial market instability is also growing, national commercial banks have met with varying degrees of credit risk challenges. The Basle Committee has in 1988 and 2004 Capital Accord established as evaluating national banking capital standards and supervision capacity of the international standards. The second half of 2006, the originator of the U.S. sub-prime crisis, in the year in August 2007 after the sudden sweeping global financial markets and triggered a financial crisis. After the global economic crisis, the external rating agencies has been widely criticized because of their ratings to some extent misleading investors. As a result, commercial banks IRB to carry out research work seems not wait. In this paper, a combination of theory and practice, quantitative analysis and qualitative analysis of a combination of research methods to the new Basel Capital Accord, internal ratings-based approach advocated by the theoretical basis of analysis of Chinas commercial banks and the implementation status of implementation of internal rating IRB method in the existence of obstacles to Chinas banking industry, by drawing on the advanced experience of foreign countries against the status quo of Chinas commercial banks as well as the lack of internal ratings, explored the New Basel Capital Accord, internal ratings-based approach advocated by the banking industry in China in the use of proposed successive approximation type the risk of search mode suited to Chinas regional economic differences between large and volatile industry, operating, corporate financial data as well as the banks internal moisture more than the reality of higher risk of moral hazard, the final design suitable for the characteristics of Chinas commercial banks internal rating process and rating system overall framework. Although, Chinas commercial banks to strengthen credit risk management has gradually established their own