Credit Risk Measuring Model And It's Application In China Commercial Bank

The credit risk mean that the marketing rival breaks a contract or the potential change of credit quality causes lost possibility in the financial transaction. The credit risks are the main risk that the commercial bank faces, and one of the risks of the most difficult quantization too. At present, credit risks measure model is become commercial bank management most challenging work already to study. According to practice and development of banking's credit risk management, it is that management and outside supervise the need of development inside the commercial bank to measure the credit risks. In the western developed country, the credit of its commercial bank is riper in risk management, have formed the corresponding system on practising and theory, demonstrate one from determine the nature to ration , from simple to complicated is it make the trend that the credit risks measure up from specific assets credit risks to assets to calculating. Method and model that the credit risks measure are weeding out the old and bringing forth the new constantly. By contrast, the commercial bank of our country, the analysis of the credit risks is still at the traditional experience judgement stage of proportion analysis and expert, can't respond to the request that the commercial bank measures the security of the loan effectively far. Because of this, this text has measured models and carried on theory analysis and application study from facing the credit risks all sides. First of all, in brief to introduce credit risks measuring method and after measuring the historical gradual progress of the model, this text has analyzed the content that the new relevant credit risks of capital agreement of Basel measured especially . Secondly, the credit risks main to foreign countries measure the comparative research that models have been carried on, and has commented to one's own pluses and minuses synthetically . And then, start with the current situation of credit risk management of our country and characteristic of quantizing management of credit risks, have measured the suitability in our country of models and carried on research to the modern credit risks, on this basis , use KMV model to do real example analysis to the credit risks situation of the listed company of our country. Finally , put forward the tactics of calculating competence of credit risks of commercial bank of our country of improving: (1) Accelerate the process with market-based finance; (2) Set up and perfect the basic databases of the commercial bank; (3) Set up and perfect the...