The Empirical Study On Credit Risks Of Enterprise Customer Groups Of Our Country's Commercial Bank

In this thesis, we use the methods of theoretical research and empirical research, to make research on the enterprise customer groups' credit risks of our country's commercial bank.At present, in our financial system that is intermediary leading, the credit risks have become the source of the biggest risk in our country's banking. How to strengthen the control on credit risks and how to choose the high-quality customers have become the problems that our commercial banks should solve as soon as possible. Though there are many researches on credit risks, how to measure the credit risks accurately is still a difficult problem, and the researches on credit risks from the angle of customer groups are even few. On the basis of studying relevant documents, we use the method of Logistic Regression to build two credit rating models with the enterprises' data of manufacturing industry in Zhejiang Province, then examine and analyse the customer groups of different scales, different ownership, different trades with the models.The mainly conclusions of thesis are as follows: (1) To the manufacturing industry enterprises, eight financial indexes that we select (asset-liability ratio, earning before interest and tax and total asset rate, operating earning rate, current rate, quick ratio, interest ensure multiple, total assets turnover, accounts receivable turnover), have strong influence to the grade of credit risks; In all the explanation variables, the influence of financial structure indexes and profit ability indexes are the strongest; (2) The tests prove that the classification correct rate of two models are good, so the test results made toward the credit risks of different enterprise customer groups of two models are comparatively believable; The correct rate of classification of model two is slightly higher than model one, the more credit rates we classify, the more accurate the enterprise credit rate is judged; (3)The tests which the credit rating models made to the enterprise customer groups of different scale indicate that,regarding stability, large-scale enterprise customer groups are the best, medium-sized enterprises are secondary, the small enterprises are the worst, the credit risks of large-scale and medium-sized enterprise customer groups are general lower than that of the small enterprises; In the small enterprise customer group, there are both higher credit risk ones and extremely low credit risk ones; (4) The tests which the credit rating models made to the enterprise customer groups of different ownership indicate that, the credit risks of state-owned enterprises are higher than other two customer groups, the customer groups of share-issuing enterprise and private enterprise are more steady than that of state-owned enterprise group; The credit rating of enterprise in every group is distinguished; (5) The tests which the credit rating models made to the enterprise customer groups of different industry indicate that, in the seven industries we examined, the credit risks of mechanical manufacturing industry enterprises are the highest, the medical manufacturing industry enterprises and electronic equipment manufacturing industry enterprises are secondary, the credit risks of the enterprises of textile industry, chemical raw materials and chemicals manufacturing industry, metal products industry, and communication equipment manufacturing industry are relatively low; The credit risks of different industries have close relations to the macro adjustment and control policy, the international trade situation, the trade's own developing stage and the local economic environment.On the basis of the positive researches, we analyse the realistic reasons that cause the credit risks, and propose some suggestions with the research results to our commercial banks to improve the abilities of credit risk control. It is mainly including: strengthening the construction of inside control system, and building perfect credit risk management system; setting up perfect credit risk information management system and data warehouse; according to one's own situation, exploring the credit rating model that is adapt to the national conditions.At last, we draw the conclusions and give brief view on the future study.