The Quantificational Research On Credit Risk Management Of Commercial Banks In Our Country

The credit risk is one of main risks which the commercial banks face in the management process, so it is extremely important for the commercial banks to strengthen the credit risk management. Along with Chinese financial opening, the commercial banks must strengthen the competition ability in market, develop suitable technology of credit risk management, improve the risk management system and raise the level of the risk management.As a very complicated systematic project, the quantization management of credit risks forms different risk magnanimity technology and magnanimity model on the basis of different credit risks management theories. Nowadays the management of credit risks in china commercial bank combines the nature with ration, mainly relies on the nature; The analysis on risk state of credit assets is also limited to the single loans, not involved the assets association; The management of the credit risks is just after-thing treatment after the risk has happened and formed actual fact, but not before-thing prewarning and control more positively. In view of situation above, this thesis attempted to do research of foreign measuring model of credit risks by dropping a comparative analysis between dynamical administrative skills of quantization of credit risks and measuring model, in order to offer a constructive advice for the ration management of credit risks of china commercial bank.Based on the analysis on theory and models deeply by mainly connected normally theoretical analysis and empirical study, this thesis makes a comparative analysis on widespread CreditMetrics models and KMV model to analyze their application in china commercial bank, and then propose measuring methods of credit risk suiting china actual conditions. Finally, this thesis provides some advice of perfecting the credit risks management level of china commercial bank and the credit risks magnanimity technology which suitable to our country's reality - KMV model. The article analyze the resistance which our country commercial bank faces on the quantificational of credit risk management in the end, and then educing a series of thinking about the quantificational in credit risk management of commercial banks in our countryUsing the model of KMV for reference is favor of the introduction of the idea of credit risk management, which can make up the shortage of our bank's practice and make the management of credit risk in our commercial bank more impersonality. Accordingly, this will shorten the gap between our banks and banks abroad, and improve the ability to resist credit risk.