Research Of Risk Evaluating System For Joint-Stork Commercial Banks

The fierce shock to the global economy by the finance crisis provoked by subprime loan crisis in USA could be evidence.Risk ranking of banks is an important method for government to learn the risk level of banks and an important gist of the configuration of regulation resource.A logical ranking system of commercial bank is the precondition of obtaining the risk information of banks that bear significance to state's persistent economy development.This paper analyze and researched "ranking system of joint-stock commercial bank's risk level(temporary)" by the numbers.The primary progeny as follows:1.Colligated the opinion to "ranking system of joint-stock commercial bank's risk level (temporary)" of all sides,and pointed out its limitation combining theory analyzing:(1) a comprehensive evaluation of the defects of "missing information" and "precision of vague concepts "(2) the unreasonablenesss of some quantitative indicators(3) the unreasonalbeness of some qualitative indicators(4) the random of weight enactment of the system.2.In the following areas,Specific revising schemes were proposed:(1) Applying the multi-level fuzzy comprehensive evaluation method,a comprehensive evaluation model was designed,with a view to resolving the issue of "missing information" and " precision of vague concepts "(2) Analytic Hierarchy Process was applied to design the weight of the elements in the new rating system.(3) revises in allusion to quantitative indicators:①Decomposition of capital adequacy ratio,②substitute rate of asset cost for rate of cost profit,③calculate fluidity indicators by Period average;(4) revises in allusion to qualitative indicators:①add the examination to trend of the capital adequacy ratio,②fill and deepen the examination to capital management,③supplement the examination to loan risk management,④excluding the examination to non-interest income,⑤add the examination to the trend of fluidity indicators,⑥add the examination to ownership structure,⑦add the examination to the plus-effect of Supervisors and senior management.3.On the basis of revised rating system,a new rating system was presented.From the point of design and implementation of Information System Rating,several mathematical models were established to score the qualitative and quantitative index.Only through inspecting the rationality and timely of the rating system and improving it, can we better monitor the bank risk level and optimize the allocation of resources.This paper aims to provide the regulator with more ideas to improve the system.This article established a score model which is a preliminary design of information systems rating,providing a reference for the design and implementation of the information system.These models included:①simple analyse of trend model,②fuzzy score model,③ownership Structure score model,④quantitative indicators score model.