| Evaluation of credit risk is the most important and basic job to the management of credit risk. Whether the result of measurement is accurate, which is related with the quality of follow-up work of the risk management directly, and it has an important impact to the survival and development of banking institutions ultimately。How measure the credit risk of commercial banks accurately ,scientifically and objectively, has become the stringent focus to banking institutions ,government regulators. Facing of the current situation of academic research and practice of china's credit risk measurement, Pointed out the shortcomings of China's commercial bank's credit risk evaluation system which has strong theoretical and practical significance.First, this paper describe the concept of credit risk, characteristics, cause and related theories, and further describes the risk assessment of China's banking credit status and shortcomings.Second, it introduces the traditional measurement methods and modern models, and evaluates its own characteristics, using scope and advantages and disadvantages. This paper choose the company solvency indicators, operational capacity indicators, profitability indicators, the market value of indicators and capacity indicators such as business growth indicators in five areas, using factor analysis on the 2007-2008 Shenzhen SME board in the 60 small and medium Empirical analysis of companies. Research indicates that though credit risk of Chinese commercial bank has been relieved over the past few years, it is still on a high level. The bank must strengthen the research to the credit risk to prevent from its breakout. Basing on the studying in this paper, we give some suggestions to the management sections, for example, establish fraud identification system based on the financial data , establish a scientific credit risk management system, promote the marketization of interest rates, strengthen financial supervision in order to reduce its credit risk. |
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