The Research Of Credit Risk In Commercial Bank Under Information Asymmetry And

The paper is departed for three chapters.The first chapter gives a general picture about the concept, the reason of credit risk, and its management from two aspects of credit analysis and credit evaluation method. The second chapter gives a concept of the information asymmetry, to Analyze in details the arising mechanism for both of reversal risk and moral risk. Meanwhile, it describes the detailed manifestation and reasons of moral risk and raises a formula to protect moral risk. The third chapter introduces the concept of credit line, explaining how to line up customers in the order of a customer's credit standing and its contribution to a bank, and therefore builds two models to rate a customer as well as its contribution applying synthetic index. At the same time, the paper takes a deeper study on how to rate a customer using a systemic model, with a focus on how to strengthen credit risk management for commercial banks.