The Research On Measuring The Credit Risk Of ABC Shaanxi Branch

Global economic and financial environment, dramatic changes and uncertainties factors expected to exist in the bank's rapidly changing business environment, increasing the bank's operational risks. Risk for commercial banks is born.Therefore, credit risk management in commercial banks in operation management and business developmentplays an important role, measuring credit risk has also been a commercial bank's difficulty and weak links. The Agricultural Bank of China branch in Shaanxi Province, the strengthening of measuring the bank's credit risk and improve the capacity of banking credit risks, has become an urgent and important issue to be resolved.This paper use of the management, finance, statistics and other disciplines of knowledge theory, using theoretical and empirical analysis of the way, take the problem of qualitative analysis and quantitative analysis method of combining. First, the article by domestic and foreign commercial banks, Credit Risk Management Theory Research, then presented the root causes of bank credit risk, bank credit risk characteristics and types, the same time, the traditional measure of current credit risk expert analysis and Z score model law, the Credit Metrics model of modern, Credit Risk+model, KMV and Credit Portfolio View model model models a more detailed analysis, and Basel II Credit Risk in the standard method of quantitative analysis and internal rating method introduced. Second, in the Shaanxi branch of the Agricultural Bank of combining the actual research, based on analysis of the Agricultural Bank Shaanxi Branch of the status of quantitative management, and the Shaanxi branch of the Agricultural Bank of quantitative credit risk management in the problems and causes of the summary. Third, the structure of the Logit regression based on factor analysis and the combination of quantitative credit risk assessment model, using the corresponding credit risk rating of financial indicators, selected branches of the Agricultural Bank of Shaanxi Province in the 92 samples from the empirical analysis, confirmed the building its effectiveness and feasibility. Finally, with the situation, Shaanxi Branch of Agricultural Bank of quantitative credit risk management of credit risk management from ideas and measures, credit risk system, the credit risk rating process and rating standards than that proposed specific implementation strategies and, from the Agricultural Bank of China Shaanxi branch of the organizational structure, credit risk based on quantitative management operation, database development, credit risk management culture and perspectives of quantitative rating of professional teams put forward practical proposals.Integration of theory and practice, and the constructed model has a good explanation for the effectiveness and feasibility, the proposed implementation strategy and policy recommendations for the Agricultural Bank Shaanxi Branch to improve their level of measuring the credit risk has strong practical guide, it has also reference role for other bank's measuring the credit risk.