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Abstract: In the 2008, the finance crisis led many banks loss the profits, while for the UK commercial banks, due to the perfect risk management, the commercial banks of UK survive from the finance crisis. This paper mainly research the how have UK commercial banks survived in financial crisis via the application of risk management technologies, we research the advanced Internal Rating-Based approach test the credit risk of HBSC and apply the value at risk to test market risk, we find the credit risk decreased and market risk decrease, the HBSC decrease the securitization position, and central governments and banks, institutions, actually compare to the others banks, the HBSC decreased the credit risk and market according to the perfect risk managements, the HBAC calculate the credit risk and market risk according to the New Basel Accord / Basel II Accord, and strictly carry out these rules, the real credit risk and market risk was lower than the risk according to the New Basel Accord / Basel II Accord, so the HBSC can survive from the finance crisis.

Key words: IRB, VAR, UK commercial banks, risk management

Catalog
Chapter 1– Introduction 2
1.1．Background for the research 2
1.2．The rationale for studying banking risk management 3
1.3．Aims and objectives of the research 4
1.4．Outline of overall dissertation 5
1.5. Summary 6
Chapter 2 – Literature Review 6
2.1. Theory of the banking risk management 6
2.1.1. Four main stages of development 6
2.1.2. Four types of Modern bank risk management theory 9
2.2. Methods of evaluate the risk management 12
2.2.1. Measure research of Commercial Bank Risk Management 12
2.2.2 Commercial bank risk management Measurement Methods 14
2.3．Elements that related to the risk management 17
2.3.1 Financial system vulnerability and the risk of commercial banks 17
2.3.2. Information Asymmetry and the risk of commercial banks 18
2.3.3 Prisoner's Dilemma and the risk of commercial banks 19
2.3.4 Financial Cycle and the risk of commercial banks 19
Chapter 3 – Methodology 20
3.1 Introduction 20
3.2 The approach to the research 21
3.3 Data collection 22
3.3.1 Data collection method: Secondary research 22
3.3.2 Credibility of secondary data 22
3.3.3 Authority of secondary data 23
3.4 Limitations of case study 24
Chapter 4–risk management of UK commercial banks 25
4.1 data resource 25
4.2 Advanced Internal Rating-Based (IRB) Approach to tes credit risk of HSBC 25
4.3 Value at Risk (VAR) to test the market risk of HSBC 36
Chapter 5 – Conclusion 39

Chapter 1– Introduction
1.1．Background for the research
In the last period of 2007, the financial crisis happened in the United States, which quickly, started to affect the economy of the rest countries in the world. With the negative impact of this crisis, the financial industry stands on the breach which means it suffers stagnancies more than others, especially, the banking. In the United States, many banks are involved in the crisis and in trouble the most famous case is the case of Citigroup. The gove本论文由英语论文网提供整理，提供论文代写，英语论文代写，代写论文，代写英语论文，代写留学生论文，代写英文论文，留学生论文代写相关核心关键词搜索。