摘要在金融全球化的新形式下，国内银行业面临着参与国际竞争的严峻挑战。我国商业银行必须借鉴国际上先进的信用风险管理经验，强化信用风险管理。银行客户内部信用评级已成为商业银行提高风险管理能力，优化资产配置，实现稳健经营发展的重要工具和手段。本论文选取商业银行客户信用评级这一内容进行研究，其主要目的是希望通过对现行的银行客户信用评级体系进行系统的分析，发现问题与不足，提出相关意见及改进措施，为完善商业银行客户信用评级体系，提高信用评级功效提供一点参考。在论文中，坚持用系统的观点，理论联系实际的方法进行研究。在诸论部分简要的论述了我国市场经济环境下的信用状况，完善银行客户信用评级的背景和意义。本文的第二部分对比中外银行客户评级系统的异同性及评级的发展历史，总结和分析了商业银行客户内部信用评级所存在的问题和不足，对其特征进行了阐述，本文第三部分比较巴塞尔协议的标准法和内部评级方法，再通过借鉴美国跨国大银行的内部评级体系的运作，对美国花旗银行的内部评级体系及其流程进行了详实的介绍，总结国外商业银行内部评级体系的经验特点，为阐述完善银行客户的信用评级体系构想打下基础。第四部分在对银行客户内部信用评级的应用情况进行分析的基础上，针对所发现的问题和不足，借鉴发达国家银行客户内部评级的经验，结合巴赛尔协议对银行内部评级法的要求，探讨了完善银行客户内部信用评级系统及其应用。关键词：客户评级巴塞尔协议违约概率AbstractWiththeglobalizationoffinance,Chinesedomesticbankingindustryisfacingthechallengeofparticipatinginfierceinternationalcompetition.Chinesecommercialbanksmustlearnfromothercountries'sophisticatedcreditriskmanagementexperienceinanattempttostrengthenitscreditriskmanagement.Customercreditworthinessratingsystemhasbecomeakeymeasureforcommercialbankstoimproveitsriskmanagementabilityandoptimizethedeploymentofassets.Thedissertationundertakesastudyintheareaofcustomercreditworthinessratingbycommercialbanks,inordertoidentifyproblemsandprovideadviceonimprovementthroughasystematicevaluationoncurrentcommercialbanks'customercreditworthinessratingsystem.Thiscangivepeopleaninsightintoimprovingcommercialbanks'creditworthinessratingsystemandincreasingtheeffectivenessofcreditratingactivities.Theresearchiscarriedoutfromasystematicperspectivewithemphasizeonapplyingtheoryintopractice.TheintroductionsectionbrieflyexplainsthebackgroundandpotentialimpactofimprovementofcustomercreditworthinessratingsinceChinabecameamemberofWTO.Thesecondsectionofthedissertationgivesadefinitionofcreditworthinessratingandanoverviewonthehistoryofitsdevelopment,whilethenatureofcurrentcommercialbankscustomercreditworthinessrating'sproblemsandweaknessesisanalyzedandsummarized.Inthethirdsectionofthedissertation,acomparisonismadebetweenstandardmethodandinternalratingmethodinBaselCapitalAccord,withareferencetotheoperationofinternalratingsystemwithinsomeAmericanmultinationalbanks.Theexperienceofforeigncommercialbanksinternalratingsystemissummarizedinordertolayasolidfoundationfordrawingabluemapforimprovingcustomercreditworthinessratingsystem.Basedonananalysesontheapplicationofinternalcustomercreditworthinessratingintherealworld,theforthsectionexploresthewaystoimprovecustomercreditworthinessratingsystemanditspracticalapplicationwithafocusonidentifiedproblemsandweaknessesofcurrentratingsystems,throughreferringtoBaselaccord'srequirementonbanks'internalratingmethodandtheexperienceofcustomercreditworthinessratingofcommercialbanksindevelopedcountries.Keywords:CreditworthinessratingBASELIIProbabilityofdefault目录摘要..................................
