Study On Our Commercial Bank's Credit Risk Early-Warning Systerm

With the influence of international economic crisis and economy decline, our commercial banks will face up more serious credit risk. Foreign banks have summarized a"Triple Theory"about the risk management: the loss avoided by early-warning system will be triple to the loss restored by all varieties of measures, the irreparable loss after we find problems with loans will be triple to the loss which is restored. So, in order to dealing with the fast developing and changing economies, creating and maintaining advantage in the drastic competitions, our commercial banks must make some essential innovations on the techniques and methods of the credit risk early-warning system.Firstly, under the background of changeful operating environment of our commercial banks, this thesis raises the issue of credit risk early-warning system, elaborates the importance and significance of the research in details and briefly describes the dynamic research of domestic and foreign.Secondly, on the basis of description about the definition and scope of the commercial banks, definition and characteristics of the credit risk, this thesis analyzes the root cause and current conditions of the credit risk, clarifies the credit risk early-warning system and analysis the four problems in the existing system.Thirdly, in view of the characteristics of credit risk our commercial banks are facing up, this thesis emphasizes the necessary of building a credit risk early-warning system and establishes a real early-warning system which is suitable for our commercial bank's development. And next the thesis explains the selection of the early-warning indicators, how to determine the weight of the early-warning indicators, how to construct a comprehensive system of early-warning indicators and how to establish an early-warning model. In research methods, it uses the Delphi method and Analytic Hierarchy to determine the weight of the indicators, and use the efficacy coefficient method and Delphi method to determine the early-warning indicators, and then we can use the gray early warning model to forecast the credit risk of the commercial banks dynamically and accurately.Finally, this thesis analyzes the credit risk early-warning indicator system and the early-warning model with a detail case together, it proves the feasibility and practicability of the established early-warning system to some extent. On this basis, the thesis proposes some ideas to improve the early-warning system of our commercial banks, and hope the system established in this thesis can make some early-warnings to our commercial banks credit risk, and can give some useful reference and consultant to further improvement and development of credit risk early warning System of our commercial bank.