商业银行信用风险管理问题及对策研究应用正文.docx

A农村商业银行信用风险管理问题及对策研究 摘 要 改革开放以来，伴伴随中国经济高速增加，银行业也实现了跳越式发展。在目前日益猛烈竞争环境下，中国银行业传统信用风险管理模式已越来越不能适应金融市场发展和创新需求，怎样科学合理进行风险管理，实现可连续稳健发展，是中国每家商业银行面临战略性课题。 巴塞尔资本协议是为了推进国际银行业采取愈加好风险管理方法，为银行内部风险管理提供可供参考统一框架和标准。本文结合A银行实际，研究分析该银行怎样依据巴塞尔资本协议监管要求，对银行信用风险管理体系进行再造提出策略性提议，以期达成技术性提升信用风险管理水平目标。论文首先介绍风险管理相关理论，叙述巴塞尔资本协议出台和应用背景，并分析巴塞尔资本协议对中国商业银行影响；其次，关键剖析A银行信用风险管理现实状况及问题，提出实施巴塞尔资本协议对策，并优化设计了风险管理步骤体系。论文同时研究了作为巴塞尔资本协议应用于信用风险管理关键内部评级法在A银行信用风险管理九大方面实践应用，并对实施新资本协议所面临部分普遍棘手问题给出了前沿性地提议。 关键词：银行；信用风险管理；巴塞尔资本协议；内部评级法  Study on A Commercial Bank Credit Risk Management Abstract Since the reform and opening-up, Chinese bank industry has achieved great leaps with the rapid growth of Chinese economy. In the increasingly fierce competitive market environment, traditional credit risk management modes are becoming more and more unfit for the development of financial market and the demands of innovation. How to scientifically and reasonably manage risk in order to achieve sustainable development has became a strategic issue faced by every commercial bank in China. The main purpose of Basel Capital Accord is to provide unified framework and standards for reference for banks internal risk management so as to promote international banking to adopt better risk management methods. Base on Zhengjiang A bank, this paper analysis how to reconstruct its risk management system according to supervision requirements of Basel Capital Accord in order to promote its management. This paper introduces some theories related to risk management, describes the production and background of Basel Capital Accord and analyses its impact on China s commercial banks; dissects the current situation and problems of the A banks credit risk management; puts forward some strategies to carry out Basel Capital Accord and optimizes the process system of risk management. Meanwhile, this paper also discusses 9 main practical applications in A bank of internal rating based approach as the core of Basel Capital Accord to banks credit risk mana