Study On Risk Policy-making In SME's Loan

It can not only resolve SMEs' loan difficulty, but also meet pursuit profit in interest rate market of commercial bank to establish risk making-policy mechanism.This thesis introduces the present situation of SMEs' loan briefly, analyses risks in SMEs' loan faced by commercial bank, which sort to passively and initiative attract breaking risks according to the aftereffects aroused by different risk factor. And it summarizes the idiographic origins of these risks, and points out it should measure risks through respective and combined aspects.F inally, it discusses policy making mechanism should be established in the following aspects for commercial banks:Firstly, project risk policy making of SMEs' loan. It analyses the existing problems in emphases basis, financial indexes choosing, gage restriction and risks evaluation in the procedure of present project risk making-policy of commercial banks, and establish loan project risk policy making mechanism based on Monte Karlo model, to make policy through calculation.Secondly, credit risk policy making of SMEs' loan. After depiction of the present situation of credit risk of SMEs' loan, and concludes the present should be improved on. It puts forward credit risk analysis should consider the characteristic of SMEs and amend properly according to personal credit of the policy maker of the enterprises.Thirdly, portfolio risk policy making of SMEs' loan. Through analyzing the limitation of portfolio risk policy making mechanism of restricting personal loan quota in theory and actual operation it advances analyzing marginal risk of newly increased loan combining the former research conclusion.