The Research Of Credit Risk Management Of Chinese Commercial Bank

Subordinated bond conjuncture last year leaded to a lot of European and American finance institutions'loss, including Citigroup, Barclays Bank and Union Bank of Switzerland. At the same time, credit operation is the main operation of the Chinese commercial banks; credit risk is the main risk of the faced risk of the Chinese commercial banks; the measurement and management of credit risk are the weak parts of risk management of the Chinese commercial banks. Therefore, this paper attempts to study it.Firstly, this article reviews the related literature of credit risk research, and then summarizes credit risk measurement and management, discusses the cause of formation and management actuality of the Chinese commercial banks'credit risk of the Chinese commercial banks.Secondly, it reviews foreign commercial bank credit management and compares to ours, then gain a series of elicitations. And then using VAR establishes secondary layout model of the excellent credit combination and resolving it. At the same time, it lay out example and correlative charts by MATLAB. Then, it exhibits the application of property stock certificate in credit risk management and introduces the model of fixing a price. Considering of the weak liquidity of low credit'credit capital deriving stock, insurance is necessary to boost up its liquidity. At the same time, it analyzes the price of the insurance.Finally, aiming at present Chinese commercial banks'credit risk measurement and management, it brings forward a series of advice of enhancing the Chinese commercial banks credit risk management form system construction and technique instrument. And then, it analyses the relation between Chinese commercial bank's non-performing loan rate and economic growth rate, interest coefficient of recovery, business condition modulus and technological progress.