The Study On The Banking's Credit Risk Management Model

Credit risk is the main risk of bankings'risk now. Since 1990's, the global economic and financial areas have been confronted with uniquely complicated and sweeping credit risk. The theory and technology of the international credit risk management are developing rapidly, and the quantitative model technology has become the mainstream. In China, the government and its financial institutions also begin to set up a complete civil and corporate credit management system, which has been listed in their agenda in 2002.This thesis aims to research into the new-style strategy for the identification and control of credit risk of China by introducing and analyzing the credit metrics system as the representation of the newly quantitative model technology, compared with credit monitor and kmv model.At the beginning ,the author puts forword the meaning of study on the problem of credit risk, and then retrospects,sums up and compare the development of quantitive technology, by exhausting the researches on the lots of literatures.By using the newly developed theoretic results in modern financial fields and imbibing the practical real system the merits of the existing modern credit risk management models, we propose the practical realization methods of the system and give a simple empirical case to validate the system,that is,in order to research the directive signification that creditmetrics has brought to improve the credit risk management of a certain commercial bank in chapter six,the author used the credit metrics method to measure and analyze the sample credit combination selected from the certain bank,and compared the advantages and disadvantages between the actual risk identification method and model method.