| Credit risk is the main risk faced by commercial banks, order to better managecredit risk better, the banks improve metrics and management continuously. Untilnow the credit risk management techniques, tools and methods of banks changesrapidly. The financial system of commercial banks in the west is more perfect,corporate credit rating which has been used to analyze a single customer or a singleloan credit risk exposure, as well as commercial banks’ internal operations, riskmanagement and analysis (loan approval, capital allocation, pricing and revenue rateanalysis) and other functions, is a credit asset quality control tool related to thecommercial bank credit funds to invest and the level of quality of credit assets.The credit rating system of Bank A is based on "The New Basel Capital Accord",in accordance with the China Banking Regulatory Commission issued a series ofinternal rating system relevant regulatory guidelines, combined with features of BankA, learnt from advanced international experience and established banks, including arating methods, policies, processes, management, data collection, IT support systems.This thesis analyzes the current situation of the credit rating system of Bank A, andputs forward the problems and solutions. With studying the case of XY company, itpoints out the entire process of credit rating of Bank A, displays the problems of therating system, and makes the risks control of banks by proposing optimizationstrategies.The author summarizes defects and deficiencies of the credit rating system ofBank A, and displays the risks through examples of XY company. Accurate creditrating results relies on objective and true information, and personnel factors willaffect the basic data collection; the settings of credit rating system of Bank A also notcomprehensive and dynamic perfectly; the accurate result helps loan credit and loanclassification, there are problems of the rules right now. This paper analyzes theabove problems, the following findings and obtained: (1) I suggest to minimize the impact of the human factor on credit ratings. Onone hand，it needs to enhance the quality of personnel, avoids objectively incapablefor wrong operation; on the other hand it needs to reduce the moral hazard, avoidssubjective fraud, collusion and other acts.(2)To improve the settings of financial indicators. Firstly, we should establishdifferent models determining to industries and sizes. Secondly, we must adjust thegrowth index, the correct treatment stock and incremental relations and theintroduction of chain growth indicators, dynamic monitoring of clientdevelopment.Thirdly, we should add cash flow indicators.(3) I think the results based on the credit rating loans and credit classification, itis necessary to consider the difference between different industries and differentregions, we can not specify the "one size fits all" standard. And it is necessary toaddress the relationship between credit rating sector and other sectors in the practicalbusiness, we need to improve executive force and makes the credit rating results moreauthoritative in a credit risk control. |
