Font Size: a A A

Analysis On Credit Risks Of Agricultural Bank Of China

Posted on:2005-12-14Degree:MasterType:Thesis
Country:ChinaCandidate:M XuFull Text:PDF
GTID:2156360122989081Subject:Agricultural Economics and Management
Abstract/Summary:PDF Full Text Request
Agricultural Bank of China (hereafter referred to as "the Bank") is one of China's four big state commercial banks. Due to the outside constraints and defects in the internal management system, the Bank suffered from a great deal of non-performing assets with serious risks. China's entry into WTO brought it under even more fierce international competitions. Therefore, the issue lying ahead of us is how to effectively prevent and ease off the Bank's credit risks.This thesis is focusing on analyzing the approach to prevent and ease off the credit risks. Its train of thought is as follows: First, it defines the characters of the Bank's credit risks, which provides strong support for the further analysis. Through systematically analyzing the causes of the risks, the author then contributes the thesis to identifying and quantifying the Bank's credit risks under various conditions, and thus offered sound suggestions for improving the identification system of the Bank's credit risks and the application of VaR Model. Lastly, by sharing the experience of western commercial banks in managing the credit risks, the author puts forward a complete set of advices for the effective control of the Bank's credit risks.This thesis is innovative in four aspects. Firstly, it is analyzing the causes of the credit risks from three perspectives: outside causes, inside causes and developing angle. Secondly, it offers some well-targeted advices on improving the risks identification system. Thirdly, it empirically demonstrates the VaR Method, which provides reference for quantifying the credit risks and reform of bed debt reserves system. Lastly, the author puts forward comprehensive advices for the effective control of the Bank's credit risks from four perspectives, which could hopefully be taken as reference for the control of the Bank's credit risks in the future.
Keywords/Search Tags:Agricultural Bank of China, credit risks, non-performing assets, Control
PDF Full Text Request
Related items