Analysis Of Credit Risk Of Commercial Bank And Its Early-warning Based On Legal Person

Credit risk is one of the main risk that commercial banks faced which can affect the development of commercial bank. The credit risks of commercial bank is able to cause to happen Intense oscillating of one country financial and economic system even the whole world economy. In history, because the bank crisis and bankrupt by the commercial bank credit risks not only affecting the national economy environment, but also leading to crisis happened in the international finance, and even enormous change of the whole world economy climate. So credit risks management of a commercial bank owing to legal person visual angle is important to the one country macro-economy decision-making and development of the economy and the whole world economy stability and coordinated growth.In the process of socialist market economy deepening in our country , the money market opens gradually, the exterior impact domestic Banking industry faces is getting bigger and bigger, the risk which produces is specially the credit risks hidden danger is also getting more and more serious.Therefore, reasonable survey and the forecast carries on the science to the Commercial bank own credit risks is very important to our country credit economy's construction and financial system's steady progression, and conducts the research to the Commercial bank credit risks and the early warning to have the important theory significance and the practice significance.This article main research content forewarns two partial contents including the Commercial bank credit risks management empirical analysis and the Commercial bank credit risks. In the empirical part, this article has analyzed 14 Commercial bank credit risks which during 2007-2009 years in China, with the market bank annual report and the market data, according to carry on the compatible supposition and the revision to the KMV model's input variable and the parameter adapt to present situation in Chinese capital market, gets EDF and DD. It proved that the KMV model can explain well Commercial bank's credit risks, then this article serves as the KMV model the Commercial bank credit risks the early warning model. In the early warning part, this article uses Shenzhen to develop the bank 2007-2009 the stockholder's rights value fluctuation's rate historical data uses the EWMA model to estimatefour quarters in 2010 the stockholder's rights value fluctuation rate, under the hypothesis early warning model KMV supposition condition's premise, developed the bank credit risk using the KMV model to Shenzhen to carry on the forecast At present domestic and foreign still did not have the study useing the city bank summarized information the model to conduct the research by KMV The research Commercial bank credit risks', often concentrates existing in (for example J.P.Morgan Corporation's CreditMetricsTM in view of bond class) and debtor's financial information comes to Commercial bank's debt tool to the bank credit risk to carry on the appraisal, uses the bank partial data, but the non-bank overall property debt table's data conducts the research, reflected the risk degree is the Commercial bank some part of credit risks, but non-complete, therefore this article in the above research's foundation, on the city bank overall data will carry on the appraisal as the research content to the bank overall credit risks. This article stands in by the bank organization major-domo or the bank same business organization angle, through research in city bank own finance data and going on the market material, after Commercial bank whole credit risks basis going on the market bank market quotation change quantification, carries on the discussion, tracks the Commercial bank credit risks promptly the dynamic change. It would be certain reference value clear about on the city bank risk to the next supervision organization supervision promptly.And the author hopes that the analytical banking credit exploration studies by this appearing in the market to Chinese in the homeland, is able to study development of field provides a few references in credit risks for the bank oversees organization and person of the same trade or business in the homeland, the credit risks right away, reinforcing and improving oneself manages, improves step by step oneself competition aspect to play arrive at active role.