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1、中南民族大学硕士学位论文 I摘 要 信用是个古老的话题。 信用风险自从古老的银行业诞生那天起就从未消失过，直至今天成为现代中外银行经营中面临的首要风险。然而，信用风险管理作为一门严谨学科的地位，是最近几十年才得以确立的。近几十年，一些新型的信用风险管理工具不断涌现，人们可以在更高层次上、更广范围内管理信用风险。 2004 年 6 月，巴塞尔新资本协议正式公布，确立了内部评级法作为信用风险的分析工具和技术平台， 在银行风险管理中的核心地位。 内部评级在发展过程中，涉及到许多理论问题，国际先进银行在内部评级体系的实践方面，已经形成了系统的运作模式。国内各大商业银行在内部评级体系建设方面发挥自身的优
2、势，努力保持具有国际竞争力银行的形象，推进体系建设，而西部中小商业银行则面临种种困境；建立内部评级体系，是国际化竞争的发展趋势，是银行开展全面风险管理的必然要求，也是我国西部中小商业银行实现跨越式发展的重要机遇，分析其存在的问题并探讨相应的对策，正是本文的落脚点。 本文主要分为四个章节,第一章主要论述本文研究意义、 国内外相关研究、 研究内容以及创新之处。第二章介绍新巴塞尔资本协议与内部评级法，主要对商业银行内部评级制度进行理论分析，提出新巴塞尔资本协议对内部评级体系的基本要求，并论述内部评级法在新巴塞尔资本协议中的地位。第三章着重对我国西部中小商业银行内部评级现状进行分析，结合 A 银行的实
3、例，分析了西部中小商业银行内部评级建设所面临的困境，揭示其存在的问题。第四章强调完善西部中小商业银行内部评级体系在我国商业银行发展进程中的重要性，结合国内各大商业银行建立内部评级体系的进展情况，提出建设西部中小商业银行内部评级的对策及进行前景展望。 本文的创新之处在于面对新协议对我国西部中小商业银行可能产生的影响，从宏观、中观和微观三个方面，由全面到具体，分层次、分体系地提出了应对措施。从西部中小商业银行管理和监管的综合改革，到其内部评级系统的建立，逐步深入细化地提出了自己的建议，希望能够对西部中小商业银行的发展具有一定的积极意义。 关键词：信用风险；中小商业银行；内部评级；巴塞尔协议 西部中
4、小商业银行内部评级体系相关性研究 IIAbstract Credit has always been an old topic ever since ancient time. Credit risk has never disappeared since the emerging of ancient banks. Nowadays it even becomes prime risk that threatens global banks in their daily operation and management. However, Credit Risk Management rea
5、lly built up its position as a social science subject several decades ago. In deed, the past decades saw a number of new credit risk management tools, which allow people to effectively manage credit risks in a large area. The New Basel Capital Accord was published in 2004 June, which clarifies Inter
6、nal Ratings-based approaches as credit risk analysis tool and technical platform. Since then, Bank Internal Rating system has been playing a significant role in a banks risk management system. Several theories are involved in the development of Internal Ratings-based Approaches. Most international b
7、anks have put the theories into practice and now they have formed systematic operation mode. To keep up with international step, Chinas incumbent commercial banks are actively constructing their own internal rating system in a way to fully exert their advantages. However, the medium-/small-scale com
8、mercial banks in the West of China are encountering many difficulties in the process of building their own internal rating-based systems. As far as we know, the internal rating-based system becomes inevitable for a bank to cater for intensive international competition. Meanwhile, it also gives an op
9、portunity for the medium-/small-scale commercial banks in the West of China to carry out comprehensive risk management system and strive for leap-forward development. This article will analyze existing problems faced by the medium-/small-scale commercial banks in the West of China in the process of
10、building internal rating systems, finally some practicable strategies are proposed. This article mainly divides into four chapters, Chapter one mainly introduce the significance of this article, the research of domestic and foreign, the Content of the research and the innovation place. Chapter two w
11、ill introduce The New Basel Capital Accord and present how internal ratings-based approaches play a significant position in a banks risk management system. a banks risk management system. It also analyze the theory of internal rating system from the aspects of concept. Chapter three will discuss the
12、 present situation of Internal Rating system in the medium-/small-scale commercial banks in the West of China. And it will take A bank as example and discuss Some difficulties faced by the medium-/small-scale commercial banks in the West of 中南民族大学硕士学位论文 IIIChina .Chapter four will discuss the import
13、ant of the development of the medium-/small-scale commercial banks in the West of China and introduce the progress of internal rating system built by Chinas incumbent commercial banks. It will propose problem-solving strategies and prospect the future of internal rating-based system in the medium-/s
14、mall-scale commercial banks in the West of China banks. The innovation of this paper lies in this: Facing the influence of the new agreement, viewing from macroscopic and microcosmic aspects, it levelly puts forward the counter-measure from overall to concrete. From management and comprehensive refo
15、rm of supervision to the setting-up of internal grading, the paper puts forward its suggestions thiningly and progressively. It hopes to be of certain positive meanings for the development of the medium-/small-scale commercial banks in the West of China Key Words: Credit Risk The commercial bank of
16、Small and Medium-sized Internal Rating system The New Basel Accord中南民族大学中南民族大学 学位论文原创性声明学位论文原创性声明 本人郑重声明：所呈交的论文是本人在导师的指导下独立进行研究所取得的研究成果。除了文中特别加以标注引用的内容外，本论文不包含任何其他个人或集体已经发表或撰写的成果作品。 对本文的研究做出重要贡献的个人和集体，均已在文中以明确方式标明。本人完全意识到本声明的法律后果由本人承担。 作者签名： 日期： 年 月 日 学位论文版权使用授权书学位论文版权使用授权书 本学位论文作者完全了解学校有关保留、使用学位论文的规定，同意学校保留并向国家有关部门或机构送交论文的复印件和电子版， 允许论文被查阅和借阅。 本人授权中南民族大学可以将本学位论文的全部或部分内容编入有关数据库进行检索，可以采用影印、缩印或扫描等复制手段保存和汇编本学位论文。 本学位论文属于 1、保密，在_年解密后适用本授权书。 2、不保密。 （请在以上相应方框内打“” ） 作者签名：
