Font Size: a A A

Research On Commercial Bank Credit Risk Management

Posted on:2005-02-27Degree:MasterType:Thesis
Country:ChinaCandidate:N MaFull Text:PDF
GTID:2156360152466942Subject:Management Science and Engineering
Abstract/Summary:PDF Full Text Request
Commercial bank's financial risk generally includes credit risk, market risk, liquidity risk, operation risk, legal risk and policy risk. Credit risk is the banking, and even entire finance industry primary risk form. The World Bank indicated to the global banking crisis research that, the most common reason causing the bank to go bankrupt is the credit risk. Therefore, adopting the effective measurement and management to credit risk appears especially important. The effective credit risk management not only can make the commercial bank to reduce and take precautions against credit risk, offer decision support for the commercial bank management, moreover can have the positive function to the national finance security and the macro-economic operation. This dissertation focuses on the research of the commercial bank credit risk measurement and management, conducts the multi-angles study and the discussion to the commercial bank tradition credit analysis, the appraisal method and the modern credit risk measurement method, unions the actual condition of commercial bank management in China, put forward the improvement method to the credit risk measurement. The whole dissertation is made up of five chapters.The main contents of chapters are as follows:Chapter I is an introduction. This chapter analyses the connotation of the commercial bank credit risk at first, then analyses the reason which the credit risk causes, then makes the summary to domestic and foreign research situation of the credit risk, finally presents the research framework of the whole dissertation.Chapter II mainly carries on a more detailed discussion to the traditional credit risk assessment method including traditional credit analysis as well as multi-variables credit model. Chapter III firstly researchs the basic content of the modern credit risk measurement model, emphatically analyzes the elementary theory, the process, the merits and limitations of CreditMetrics and KMV model. Then discusses how commercial bank profits from foreign advanced experience to perfect credit risk management in view of the present situation of China's financial institutions credit risk management.On the basis of credit risk evaluation method above two chapters, Chapter IV makes the empirical investigation to the concrete credit risk of the commercial bank which used the credit risk comprehensive evaluation method and the fuzzy comprehensive evaluation method.Chapter V draws the conclusion of this dissertation and point out the next step of work.
Keywords/Search Tags:commercial bank, credit risk, risk management, measurement model
PDF Full Text Request
Related items