The Research Of Credit Risk Management Of H Bank Under The Comprehensive Risk Management Framework

As the speacil unity of managing credit,commercial bank occupies an important position in China's economic and financial system,their ability of risk management not only related to their own development,but also has a significant impacts to the entire financial system.In last few years,as the speed of economic development slow down and some other factors such as the reduction of spread of deposit-loan rate and the emergence of internet finance,the pressure of operating of commercial bank continues to increase,and the quality of credit assets continues to decline.At the end of 2016,the average non-performing loan of commercial banks reached 1512.3 billin yuan,the non-performing loan ratio amounted to 1.74%,both much more higher than last year.The domestic economy still in the critical stage of transformation and upgrading since 2017,the factors inducing the rise of non-performing ratio are difficult to be eliminated in short time,the ability of managing risk espeacilly credit risk will be much more important to commercial banks in this trend,and the competition of banks focus on not only customers but also the ability of risk management.The credit risk management with the guide of comprehensive risk management concept helps to resolve complex hidden risk and improve internal management level,and meet the requirements of external regulatory.The development of credit risk management experienced 4 stage: Asset management ? Debt management ? Asset&debt management and comprehensive management,both the theoretical and practical reseach of risk management had developed completely and deeply in these years.As the introduction of < Basel ?> and < comprehensive risk management framework> of COSO,the connotation and framework of credit risk management is becoming clearly,and has already formed the structure of risk identify? risk measurement? risk control and monitoring,also the strcture of corporate goverance? credit risk management regulations? risk measure arrangement and risk culture,all these together provide a good theoretical basis for credit risk management.Under the background above,combine my years of risk management work experience and the issue of H bank <comprehensive risk management framework guideline>,this essay starts from the basic theory of comprehensive risk management and the current business status and credit quality situation,introduced the main contents of credit risk management of H bank,and on this base analyzed the causes of risk and the weakness of management.Based on above analysis,in order to further enhance the credit risk measurement methods and improve the risk management level and ability,the author put forward 3 major derections of optimization: establishing internal rating system ? crediting risk early warning system mechanism and optimizating credit business processes.Using both theoretical research and case study,combine the actual situation of H bank,this essay finally draw some credit risk management safeguard measures as follow: further improving relevant system further and promoting the construction of process bank;work better before/in/after the credit process and implement the idea of “procedures/standards/bottomline”;optimize the risk management tools and speed up the online of risk measurement model;increase more efforts to stock risk disposal and strengthen the risk resoving construction;improve the credit risk prevention and control capabilities of overall espeacily credit account manager,the last one is strengthening the cooperation with counterparties as the support and guidance of regulatory authorities.