Research On Internal Rating System Of Commercial Banks

With the development of the globalization of banking,in order to solve the problem of unequal competition between banks and the maintenance of the stability of the banking system,the Basel Committee launched the Basel agreement in 1987.The agreement concluded that the bank’s risk mainly includes credit,market,operation of the three major risks.Among them,the biggest risk to commercial banks is credit risk.According to the requirements of the Basel agreement,the Chinese banking industry actively promote the construction of credit risk internal rating system under the guidance of the central bank to.But in practice,there are still many problems in the bank’s internal rating.The first chapter of this paper is the introduction,which explains the background and content of the study,and reviews the literature at home and abroad,combing the innovation points and deficiencies.Then in the second chapter,the paper explains the concept of credit risk and rating,and introduces the evolution process of the new Basel Capital accord.The third chapter then introduces the relevant rating agencies and domestic and foreign banking institutions in the internal rating of the status.The fourth chapter elaborates the credit rating system of A bank based on the internal rating method.An example analysis of internal rating based on this.In the fifth chapter,the improvement policy recommendations are put forward for the limitations of the internal rating.The sixth chapter is the conclusion of the article to do a review of the content,and the rating of the research done in the future.This paper shows the internal rating system of A bank,starting from the A bank rating operation practice,data in the audit process is not strict,the independence data have put forward the improvement proposal for A limitations,banks continue to strengthen the application of internal rating,provide some help to deepen the credit risk management,and provide certain reference significance for other banks and regulators.