Study Of Credit Risk Assessment In Commercial Banks

Credit risk assessment is an important aspect of credit risk management in commercial banks. In this thesis, the existing problems about credit risk assessment in commercial banks in our country are analyzed based on introducing and summarizing the technology of credit risk assessment. According to the current situation of risk management and the reasons of risk, the credit risk assessment index system is established. And according to the character of few and incomplete credit data, the model of support vector machine based on principal component analysis is established. The experiment study of a bank verifies the effectiveness of the model, and the limit of the model is also discussed. Finally, the corresponding suggestions on credit risk assessment in commercial banks in our country are proposed.