The Designing And Constructing Of Minsheng Bank Internal Credit Risk Rating System

Since joining the world economic family in 1978,China has gradually become a vital part of the global economic chain through more than 30 years of reform and opening up.In recent years,with the development of financial innovation and modern bank credit,the risks facing the banking industry have been more complicated and diversified.Credit risk remains a major risk to Banks and one of the root causes of the financial crisis.In an increasingly complex economy,it is important for Banks to take effective risk management measures.Due to the characteristics of our economic system,our banking industry has been lagging behind compared with the development of international peers.Although after the shareholding system reform,the domestic Banks began to study the advanced risk management mode and management technology,but because of the different basic business philosophy and culture,our banks don’t take too much attention to risk management,so the risk management and control ability doesn’t adapt to the development of economy,and becomes the shackles of the main reasons for the development of China’s banking industry.This research based on the latest development trend of credit risk measurement model and the commercial bank internal rating system,analyses the credit risk measurement model,the status and development trend of the internal and external rating models.And this research combined our country concrete reality pays special attention to the statistical analysis method in the role of building our country commercial bank internal rating model.This research also carries on empirical research to prove the feasibility and stability of the system.This research uses the Minsheng bank as object,and do some following research based on literature review:1)Studying on Minsheng bank’s existing internal rating system and comparing with the foreign advanced bank internal rating system,finding the problem and deficiency of the internal rating system of Minsheng bank.2)Under the basis of the new Basel capital agreement,through the study and learning of advanced foreign bank internal rating system,and according to the Minsheng bank’s own situation and the basic situation in China’s banking industry,this research constructs a internal rating system suitable for Minsheng bank.