The Research On System Of Internal Rating In Domestic Commercial Bank

The New Basel Capital Accord issued officially in 2004 proposed the brand-new capital standard that can measure the risk more sensitive, and can be consistent with the current market condition. Based on the request of Approaches computation capital in the internal rating of the New Accord, the basal construction is proposed about the commercial bank interior rating system. It is the stern challenges to internal commerce banks. for commercial banks, establishing and perfecting the interior rating system of banks is the need of development and the inevitable trend of adapting the new supervising and managing request.In respect to rating system, the information asymmetry is the basic reason of banks establishing internal rating system, and the systems engineering methodology is precisely the theory navigation mark that instructs to construct. According to technical demand of the Internal Rating Based approaches in The New Basel Capital Accord, referring to advanced experience and method of international developed bank, the article has established an effective construction about interior rating system in theory. Comparing with the incomplete interior rating policies of domestic commercial banks that has developed according to command of the People's Bank's of china and need of one's own, the article analyzed the feasible conditions and difficult of domestic commercial banks to construct interior rating system from internal environment, external environment and system construction etc.According to financial environment and current situation of domestic commercial banks, being direct against the problems of interior rating system at present, the article put forward countermeasure and suggestion as follows: firstly, the article put forward the constructive suggestion and conception about the management system of the interior rating system from internal angle. Secondly, the article set forth corresponding countermeasure and suggestion from external environment about the application of the New Basel Capital Accord, about the important function of supervision authorities, and about improvement of the financial ecology. The author hope to promote the development of risk management of domestic commercial banks, to improve their key competitive power, thus to get survival and development on internationalized and pluralistic market.