Study Of Credit Risk Management For Commercial Banks

The dissertation systematically studies the credit risk management of commercial banks. On the basis of the asymmetric information theory, quantity theory and early-warning theory, contraposing the factors which impact the commercial banks credit risk, the dissertation analyzes the composing factors of the credit risk manage, establishes a management system of a commercial bank credit risk. The system includes three subsystems, the evaluation system, the early warning system and the inner control system.Credit risk evaluation system evaluates the actuality of the bank, which is the fondation of the credit risk manage and makes gist for early warning system and the inner control system. On the basis of analyzing credit risk, the dissertation establishes index system of credit risk evaluation. The analytical hierarchy process (AHP) method and fuzzy evaluation method are used.The early warning system is to confirm the status of credit risk and send out the signal. On the Base of evaluation, the BP nerve network early warning model of credit risk is established. The model makes full use of the characteristics of BP nerve network which is the small-error and can resolve un-line problem.After the evaluation and warning, the inner control system uses the science theories and methods to reduce the risk and to increase benefit of economic activities. The system emphasizes more on the supervisal and control for the executive of the management system of credit risk. Every kind of loan examination and approval rule and credit evaluation rule will be consummate. The character of the business personnel will be increased and the morals risk will never happen.