Credit Rating Research Of Communications Of Bank Shaanxi Province Branch In Risk Management

With the economic and financial globalization, the promulgation of the new Basel Capital Accord, generally known as BaselⅡ, symbolizes that the Commercial bank has entered into the integrated risk management stage. The BaselⅡtakes capital adequacy requirement as core and regards the credit risk control as a key point, especially addressing the idea of the three " pillars ":Minimum Capital Requirements, Supervisory Committee, Market Discipline. Internal rating is also a brand-new part of BaselⅡ; Meanwhile it is the technical core of the Accord, which represents the global banking industry risk management trend.This article is based on the theory of commercial bank's risk management and the theory of internal rating under the BaselⅡ. Case study is used in this article, which makes a comparison of credit rating system of Bank of Communications in different phases. Insufficiency in current internal rating system is analyzed as well. The comparison of rating principles, ranking methods, rating results in different phases has been also made in the article. Moreover, the priority of internal rating method is concluded. Usability of internal rating system is proved through usability analysis of internal system applied into loan examination, loan management, risk maximum setting, loan pricing, and customer value management.In view of present situation in Bank of Communications Shaanxi Branch, this article pointed out the big disparity between the bank and international advanced bank in system construction, technical application and the actual operation. This disparity can be attributed to the external environment effects and the internal environmental effects. External environment effects include social credit system, government macroscopic policy, while the internal environmental effects include risk management idea, internal management mechanism, etc. Finally, improved measures are proposed from many aspects like application and verification of rating result, credit flow and construction, personnel training, information system construction and rating coverage, etc.