The Study On Risk Early-warning Model In Commercial Bank

With the development of the financial liberty and integration, especially China acceding to WTO, Chinese commercial bank will be confronted with severe circumstance in the course of financial revolution, which will bring about the commercial bank's risk more and more.So, it is very necessary to grasp completely and systematically the commercial bank's risk,and to build commercial bank's risk early-warning model, to control completely the risk in order to reduce the risk and avert the crisis. On the foundation of the analysis of relevant research current situation of the domestic and international,First the article analyses risk early-warning's method,function and goal; Second it analyses the commercial bank's risk type,characteristic and status quo,builds index system on commercial bank's risk early-warning model,uses principal component analysis method to evaluate commercial bank's risk degree,and uses Two-Independent-Samples-Test to select the indexes which are proved to have differences between the two samples; then,the article uses backprop-neural-network to build risk early-warning model in Commercial Bank according to the selected indexes; The article also gives a demonstration analysis to test the course of building risk early-warning model; Finally,the paper gives a lot of suggestions on preventing and solving the commercial bank's risk.