A Research on the Bank Credit Risk System of Basel III
碩士 === 東吳大學 === 資訊管理學系 === 105 === The financial risk of the banks is becoming more and more complicated.The risk of financial transactions is becoming more and more variable. According to the main risk categories, it can be divided into three major categories: market risk,credit risk and operati...
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ndltd-TW-105SCU003960062019-05-15T23:24:48Z http://ndltd.ncl.edu.tw/handle/9nrkd5 A Research on the Bank Credit Risk System of Basel III Basel III的銀行信用風險系統之研究 WU,HAO-YUN 吳昊昀 碩士 東吳大學 資訊管理學系 105 The financial risk of the banks is becoming more and more complicated.The risk of financial transactions is becoming more and more variable. According to the main risk categories, it can be divided into three major categories: market risk,credit risk and operational risk. The credit risk is the most complicated due to its risk identification, control and management.It is a considerable challenge for banks in the risk management. When a bank constructing a risk management system, it is a very important issue to apply information technology for effectively managing risks. Since the publication of the Basel Accord by the Bank for International Settlements (BIS) in 1988, the content has been revised as the international financial environment changes. The latest edition of the Basel III,published in August 2011,is expected to be fully implemented in 2018. This paper firstly explores the differences between the Basel III and the Basel II. Then we summarize the impact of the new Basel Capital Accord on the impact of the bank, and discuss the existing domestic on Basel Capital agreement and the bank credit risk management system. Moreover, we introduce the credit risk measurement standards (Standardized Approach) and the internal rating method (Internal Ratings-Based, IRB) on the Basel Capital Accord. Finally, we explores their differences. As the existing bank credit risk management system is based on the planning and development of the Basel II (Basel I), we firstly explores the structures of the existing credit risk management system and the new Basel Capital Accord. Then existing system architecture is improved to fit the requirements of the Basel III. LIN,TSONG-WUU 林聰武 2017 學位論文 ; thesis 73 zh-TW |
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碩士 === 東吳大學 === 資訊管理學系 === 105 === The financial risk of the banks is becoming more and more complicated.The risk of financial transactions is becoming more and more variable. According to the main risk categories, it can be divided into three major categories: market risk,credit risk and operational risk. The credit risk is the most complicated due to its risk identification, control and management.It is a considerable challenge for banks in the risk management. When a bank constructing a risk management system, it is a very important issue to apply information technology for effectively managing risks.
Since the publication of the Basel Accord by the Bank for International Settlements (BIS) in 1988, the content has been revised as the international financial environment changes. The latest edition of the Basel III,published in August 2011,is expected to be fully implemented in 2018. This paper firstly explores the differences between the Basel III and the Basel II. Then we summarize the impact of the new Basel Capital Accord on the impact of the bank, and discuss the existing domestic on Basel Capital agreement and the bank credit risk management system. Moreover, we introduce the credit risk measurement standards (Standardized Approach) and the internal rating method (Internal Ratings-Based, IRB) on the Basel Capital Accord. Finally, we explores their differences.
As the existing bank credit risk management system is based on the planning and development of the Basel II (Basel I), we firstly explores the structures of the existing credit risk management system and the new Basel Capital Accord. Then existing system architecture is improved to fit the requirements of the Basel III.
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LIN,TSONG-WUU |
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LIN,TSONG-WUU WU,HAO-YUN 吳昊昀 |
author |
WU,HAO-YUN 吳昊昀 |
spellingShingle |
WU,HAO-YUN 吳昊昀 A Research on the Bank Credit Risk System of Basel III |
author_sort |
WU,HAO-YUN |
title |
A Research on the Bank Credit Risk System of Basel III |
title_short |
A Research on the Bank Credit Risk System of Basel III |
title_full |
A Research on the Bank Credit Risk System of Basel III |
title_fullStr |
A Research on the Bank Credit Risk System of Basel III |
title_full_unstemmed |
A Research on the Bank Credit Risk System of Basel III |
title_sort |
research on the bank credit risk system of basel iii |
publishDate |
2017 |
url |
http://ndltd.ncl.edu.tw/handle/9nrkd5 |
work_keys_str_mv |
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