The Design And Implementation Of Credit Risk Management System For Small And Medium-sized Commercial Banks

In the financial globalization and the increasing trend of the international and domestic economic downside risk, commercial banks, especially small and medium-sized commercial banks(SMB in brief) are facing more complicated risk environment. Compared to the large state-owned commercial banks, SMB have relatively high loan rate, and the serious downward trend of their quality of credit assets is also more obvious. Therefore, good controlling of risk, especially credit risk is the most important thing for SMB. But SMB not only haven’t advanced quantitative management of credit risk, also have no systems to support the control of credit risk. In this, the paper is mainly about how to design credit risk management system, which intends for SMB and is based on the new Basel Capital Accord.The paper includes six chapters. In chapter 1, the basic concept of credit risk and credit risk management are expounded and the basic situation of SMB is described, on this basis, the purpose and significance of the paper are introduced. In chapter 2, the overall framework of the new Basel Capital Accord is described, IRB and the present situation of the construction of credit risk about large commercial banks and SMB are introduced. Besides, the construction process of credit risk about large commercial banks is mainly described. At the same time, the credit risk management system for SMB is first discussed. In chapter 3, the demands of the credit risk management system are introduced and the system function modules are mainly described. In chapter 4, on the basis of the chapter 3, it is first brought forward the system goal, and then introduced the system overall function structure, system design and system process. Besides, it mainly introduces the overall functional design of the system. In chapter 5, it describes the implementation of the main modules of the system and the system architecture and data structure. Especially the credit risk measurement model and the analysis of the operation results are introduced. And the last chapter is wholly about the summary of the paper and the next step’s job.At present, the small and medium-sized banks is in the construction of credit risk management system implementation, this paper can provide some guidance and reference for them.