The Risk Assessment Of Bank Loan

With the complement of socialist market economy system, development of all kinds of enterprise speeds up, the fund demand became urgent, which sets a higher request to our country commercial bank's fund supplies ability objectively, then credit assessment appears. Risk assessment of bank loan is a extremely old research. it has been conducted deeply overseas, our country's research starts a little late.There are still some problems in the bank system in our country, the phenomenon that centralism of credit loan is also popular, Specifically in centralism of area, centralism of jobs, centralism of enterprise, this situation forces the rise and fall of bank to depend on few enterprises in some degree which enhances risk, so we should improve it. the announcement of new capital accord(Basle Capital Accord) renew the content of original accord, Inner Rating Basis(IRB) become the most important part of risk assessment of bank loan, IRB refers to traditional expert rating and the modern model rating, generally divides into the experts'judgment, modeling as well and partial experts' judgment. in modern meaning, credit risk presents two essential features: firstly, Capital combination take the risk assessment object; secondly, the risk loss is not composed of sole credit risk any more, but often jointly created by the credit risk and the market risk. Therefore, the modern credit risk management model is one kind of combination risk management model. VaR model which defines as "compute greatly anticipated loss" is getting unprecedented development and improvement, also be used as a powerful tool for risk determination and management by more and more supervising and managing organization. However, each kind of model has its own limitation, appearance of data mining has provided a good quantitative analysis method for the assessment, with the assistance of some statistics tools, and we can provide a concise judgment result for risk assessment of bank loan.