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论文编号：	2735
作者编号：	2120082272
上传时间：	2010/11/26 18:57:46
中文题目：	内部评级法在我国商业银行信用风险
英文题目：	The Research on IRB approach’s application in Chinese commercial bank’s management of credit risk
指导老师：	余娟
中文关键字：	信用风险,内部评级法,商业银行
英文关键字：	Credit risk,Internal Rating-Based Approach,Commercial Banks
中文摘要：	美国2007年次贷危机诱发的全球金融动荡，引发了整个金融业对信用风险管理的再度深入思考。信用风险管理水平成为了制约商业银行健康、持续、快速、稳定发展的关键性因素。内部评级法作为现代风险管理的方法，强调了风险计量的精确性、敏感性和标准化，代表了商业银行风险管理技术发展的未来趋势。近十几年来，欧美先进商业银行围绕着内部评级法，在模型研究、系统开发以及制度创新等方面投入了大量的资源，取得了很多积极的成果和实践经验，为我国商业银行提供了很好的借鉴和启示。随着中国改革开放的进一步深入和经济持续增长，国内商业银行业正经历着一场变革，银行业的竞争焦点已经从单纯的名义利益追逐转向注重风险管理以及由此产生的持续发展能力。对于我国商业银行来说，实施内部评级法有助于完善风险管理体制,优化风险管理组织架构,健全风险管理制度，合理地规避风险，从而提高国际竞争力。因此，对于内部评级法在我国商业银行应用问题的研究，将影响到我国商业银行风险管理的水平以及持续发展能力，具有非常重要的理论及现实意义。 本文分为六章，第一章为导论，对研究问题的背景、目的和方法等进行简单的介绍;第二章为全文的理论基础，主要对信用风险管理和内部评级法的理论进行综述;第三章对国外商业银行内部评级法应用情况进行阐述，以期对我国商业银行内部评级法的实施提供借鉴和启示；第四章对我国商业银行内部评级法实施现状进行论述;第五章为实证部分，对中国建设银行按照内部评级法要求下的内部评级系统设计和流程进行阐述，以反映我国商业银行实施内部评级法的现状;最后一章对中国商业银行实施内部评级法提出了建议,即：1、加强学习；2、高度重视内部评级体系的研究、开发和使用；3、建立和完善内部评级数据库；4、建立适用于中国商业银行的风险评级模型；5、重视人力资源的储备；6、树立先进的风险管理理念,保证内部评级工作顺利开展。最后展望了内部评级法在中国商业银行的实施前景。本文的创新在于分析了国内国有商业银行以及股份制商业银行实施内部法现状，并通过对建设银行的评级过程进行深入分析，总结出目前国内商业银行实施内部评级法中的问题，在借鉴了西方先进商业银行经验的基础上，提出了改进建议。
英文摘要：	The global financial turmoil in 2007 triggered the financial sector thinking of credit risk management again. Credit risk management has become one of key factors for commercial banks which keep healthy, sustained, rapid and stable development. IRB on behalf of a commercial bank’s risk management future trends in technology development. Over the last decade, commercial banks around Europe and America advanced IRB approach, in the model, system development and system innovation which have invested significant resources, have made many positive results and practical experience for China's commercial banks to provide a reference and inspiration .With China's reform and opening up, economic growth, the domestic banking industry is undergoing a change that the focus of competition in the banking industry has been not simply only the name of the pursuit of profits shift to the resulting focus on risk management, sustainable development. This article is divided into six chapters, the first chapter introduced the study of the background, objective and methods .The second chapter is the theoretical basis, mainly on credit risk management and reviewed the theory of IRB. Chapter III introduced the foreign commercial banks IRB application described the situation to China's commercial banks to implement the IRB approach for reference and inspiration; Chapter IV discussed current situation of Commercial Bank of China to implement the IRB. The empirical part of the chapter on China Construction Bank in accordance with the IRB requirements of the internal rating system design and elaborate processes to reflect the implementation of China's commercial banks to the status of the IRB approach; the last chapter of Commercial Bank of China put forward the implementation of IRB recommendations,as:1, to enhance learning; 2, the internal rating system attaches great importance to the research, development and use; 3, establish and improve internal rating database; 4 for Chinese commercial banks to establish risk rating models; 5, the importance of human resources reserve; 6 to establish advanced risk management concepts to ensure the smooth operations of the internal rating. Finally, this article looked forward to IRB implementation in commercial banks of china. Innovation of this paper is to analyze the domestic state-owned commercial banks and joint-stock commercial bank status of implementation of internal law, and through the bank's rating process for in-depth analysis, the implementation of domestic commercial banks and the status of IRB issues, and the improved recommendations.
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