Research On Credit Risk Measurement Methods Of Commercial Banks

The credit risk measurement is the core of credit risk management. There is a relation between the level of credit risk management and commercial bank management. Firstly, this paper summarizes and analyses the domestic and foreign relevant literatures, generalizes the credit risk measurement of commercial banks. Combining the effect of New Basel Capital on commercial banks, it discusses the credit risk measurement adapted to our commercial banks. Secondly, it thoroughly studies the financial and non-financial indicators which reflect the credit risk sensitively, and constructs the indicators system of credit risk measurement. Thirdly, according to our commercial bank's actual situation, it separately establishes the Logistic model and BP network model, then does the empirical research. From empirical results, it can be concluded the model is accurate, and it has a good reality adaptability and practicality. Lastly, it puts forward the policy proposal for improving our commercial banks'credit risk management.