| Because of the special managerial object and the powerful social influence ,modern commercial banks become the core of every country' financial and economic systems. Besides, the basic characteristic of non-matching between the short-term asset and liability determines that commercial banks are the risk center. Therefore, how to avoid and settle the bank's risk and assure the prudent and steady management of the commercial bank is the main policy goal of national macro-control, which influence the whole economic development situation. The bank's risk can be generally divided into credit risk, market riskjegal risk and operation risk,etc. Under China's current financial circumstance, credit risk is the dominant one, so avoiding and settling the credit risk become the main task of the risk management of our country's commercial banks. One important step of credit risk management is to measure the credit assets' risk. The research to the measurement of credit risk has attracted universal attention in recent years, but the existed researches in our country are mainly concentrated on traditional field of credit risk measurement and no scholar has systematically studied the modern credit risk measurement. The western scholars have done many pioneer researches and the outcome was a great success. Whether the western theoretic model is suitable for our country is an issue awaiting explore. Thinking of this, this thesis tries to study the operational model of our credit risk measurement evaluation.This thesis first introduced the definition classsify forms economic harm of commercial bank's credit risk and the current status of credit risk of China's commercial banks, then it indicated the necessity of avoiding and settling the credit risk, and after that, it applied the theoretic method of information economics and game theory, built up a dynamic game model of incomplete information and demonstrated that the credit risk measurement model was the important...
|
PDF Full Text Request