Under The New Capital Accord Commercial Bank Corporate Credit Risk Management Research

The United States sub-loan crisis triggered by the global financial crisis has lasted for5years. The resulting financial turmoil swept across like the wind puffs the clouds away. Europe and the United States economy, has a profound impact on the global economy. In this context, G10’s group in2010in Basel agreement based on the Ⅱ amendment introduced Basel Ⅲ, on various commercial bank capital regulation has put forward higher requirements.The Chinese government promised in2004to join the Basel agreement, in2011August, China Banking Regulatory Commission formally announced the" commercial bank capital management measures" of the draft, put forward Basel protocol than more stringent regulatory standards. In order to meet regulatory requirements, our commercial banks must change the management mode of development, take the " capital" of scientific and sustainable development road.Since2006, China’s commercial banks have completed the shareholding system reform, the financial industry of China into the global economy in the process to be accelerated increasingly, affected by global financial impact is also growing. But because our country commercial banks management system establishment and operation time is not long, and the western history of100years compared to commercial banks, financial innovation and management there are still gaps. While the bank is the organization of the business risk, scientific risk management method can reduce the financial costs, upgrade the level of corporate governance, protection of deposit customer safety, maximizing shareholder value. Along with world economics integration development of financial innovation and progress, of commercial bank management face from the previous single policy risk to credit, market, operational risk and liquidity risk a complicated situation change. Bank risk management ability determines the profitability of banks and the ability of sustainable development, but also determines the global financial competition ability. Therefore, whether external or internal regulatory requirements, establishing the concept of risk management, improve their risk management of commercial banks in China are a problem that remains to be settled.The new Basel Capital Accord proposed the credit risk management of the internal rating method, because the risk management level, historical data is accumulated and measurement technology level limitation, so far, our commercial bank is not a very strong operational use of the internal rating method to implement corporate customers credit risk management practices. This paper attempts through to our country commercial bank corporate customer analysis, research, find out the use of commercial banks internal control of Corporation customer credit risk point.In this paper, the Commercial Bank of J branch as an example, with reference to the new Basel Capital Accord in credit risk management methods, internal rating method, combining with the reality of commercial banks in China, from the customer ’s credit rating and loan rating two dimensions apply to the practice of China’s corporate credit risk management method. And the introduction of RAROC" method of evaluation, the" RAROC" become the line at all levels of the organization, use of internal rating method "grasper". In this paper the size of X and P two company as a case, from the internal rating of two customers were compared and analyzed, so that the internal rating method becomes the "visible, tangible" empirical method.The content of this article is organized as follows:the first part, introduces the research background, significance, literature review, research ideas, methods, innovations and features. The second part, introduce the commercial bank risk management theory and system background. Mainly introduces the meaning of credit risk of commercial banks, risk management theory and system background. The third part, introduced our country commercial bank credit risk management status and problems. The fourth part, combining with the reality of China, set up internal rating system frame, design the internal rating method and the two dimensions of customer debt rating method, introduced "RAROC" as the connection of upper and lower rows of implement of the internal rating method of connecting point. The fifth part, the size of X and P company as an example, from the perspective of internal ratings of two corporate credit risk management are compared and analyzed, finally a commercial bank J branch as a case, on the design of the internal rating method has carried on the empirical analysis. The sixth part of China’s commercial banks corporate customers credit risk management methods, puts forward the countermeasures.The innovation of this paper lies in the IRB customer ratings and debt ratings of specific methods of scientific quantitative qualitative mode are designed, introduced "RAROC" evaluation methods as connected upper and lower rows using the internal rating method for credit risk management of the connection point, to our country commercial bank corporate credit risk management the thorough analysis and the research, simple and clear, illustrated, on China’s commercial banks using the internal rating method for credit risk management practice has a strong guiding significance.