Study On Risk Assessment And Management Of Credit Loans Of The Commercial Banks To The Listed Companies

The credit risk is confronted by most commercial banks. It is also one of the reasons that make the bank bankrupt and put the economy into crisis. So the credit risk management is the hotspot of researches on the management of risks. Listed company as a major commercial bank loan customers, improve its loan risk assessment and risk management system and mode of commercial banks has important significance. Now international commercial banks have relatively mature technology for the management of the credit risk, which combines quantitative and qualitative procedures to manage the risk and provide effective and powerful safeguard for the those commercial banks. But the technology for the credit risk management in China's commercial bank is still qualitative. So there is a wide between the advanced technology of the credit risk management and that of China. It is of theoretical and methodological significance to study of the technology for the credit risk management in the context of China's commercial banks on the basis of the advanced technology for the credit risk management in the world.The paper analyses the following four aspect problems mainly: the status and causes of credit risks of the commercial banks, the characteristics of credit loan of the commercial banks to the listed company, credit risk measurement methods and credit risk management.The paper introduces the international evaluating methods of credit risk, and states the applicable backgrounds of quantitative methods and economics meaning of mathematic model, and evaluates practical significances of quantitative methods to micro credit risk management. On the basis of introducing the traditional approach of credit rating (e.g. the expert institutional approach and the score marking model etc.) and modern approaches (e.g. the diversified distinguishing models and the Logistic regression model etc.) , this paper particularly displays several representational default-evaluation models in the worldwide.The research result shows that, the main problems of the credit isk management of our country's commercial banks are due to defects of the risk management organization system and the out-of-date risk management methods. To construct and perfect the system of our commercial bank credit risk management, it needs a series of work: It needs to build up a modern financial system, To perfect the commercial bank inner credit risk management organization, and to set up a better organized and scientific credit risk management system. More specifically, we should set up a scientific risk alarm system, explorate for risk control's creative methods and improve credit risk compensation system.Finally, in the areas of risk assessment, the paper introduces China's commercial bank loan risk classification on the basis of the risk of loans to the comprehensive evaluation system. In terms of risk management, the paper believes that commercial banks want to effectively avoid the risk of loans of limited companies, must be developed based on the corporate governance structure, the unity of responsibility, right and profit risk management strategy, a comprehensive credit risk management, advanced management concepts, right organization structure, standardize business processes and comprehensive management, effective management of technology and strict operating system. Commercial banks should improve the management of credit risk in the credit business through the whole process to prevent and lower credit risk.