A Study On The Causes,Measurement And Management Of Credit Risk In China's Commercial Bank

In the risks of the bank, the credit risk has been in the position of standing in the breach all the time. Through studying we find that credit risk is still in especially important status among risks of commercial bank of our country. More than that, it also shows some different aspects so strongly that it is the risk that we need to pay close attention to. Just because of this, the thesis analyses the credit risk reason from Soft Budgetary Binding, Financing System Changing, Separate Management of Chinese Banking Industry, the Distemperedness of our Social Credit Management System, backward credit management technologies, based on the actual situation in Chinese Commercial Bank and transition economy Environment.Combined with normative analysis and empirical analysis, the thesis gives the summary analysis of the cause of credit risk and credit risk measurement and management Methods and theoretical models. Meanwhile, taking into account the credit risk management in Chinese Commercial Bank are some of the major problems in backward credit risk measurement technologies, lack of credit risk management tools, unsound credit risk preventing and controlling mechanisms, the thesis attempts to establish credit risk quantitative management models of our commercial bank, which is proved to be applicable and effective by empirical testing. Special consideration is also given to the establishment of our commercial bank's credit risk management system, including the need to handle internal control system with positive credit culture relations, database and the model relations, the relationship of qualitative analysis and quantitative analysis, and the need to strengthen the credit management awareness construction, credit risk management system construction and credit risk quantitative management models construction.