Credit Risk Management Of The Commercial Bank In China

In the past 20 years, the bank's management focus has gradually shifted from the traditional asset-liability management transition to risk measurement and risk optimization of the core comprehensive risk management. Credit risk is the bank's main risk, but China's banking credit risk management is still primarily based on .quantitative analysis. Study of advanced credit risk measurement techniques and models, to improve China's measure of. bank risk management of great significance.By applying a comparative analysis of qualitative and quantitative analysis, individual analysis, and portfolio analysis, research methods of modern risk management models have been studied, pointing out that the KMV Model in Credit Risk Management has a superiority. Then the article on the current stage of China's risk management of banks conducted a study shows that our measure of bank risk management inadequate, citing China's actual conditions of the KMV model was revised and on its banks in China in the calculation of a loan against the listed companies the credit risk borne by the size of the case study, through the evidence, can be an effective method of testing for the listed companies KMV Credit Risk Measurement of the effectiveness of, KMV method after a good sound, they could be applied to measure the credit risk of listed companies in China. By large sample of data analysis and calculation to establish the actual situation of non-compliance in line with our distance and the mapping between default rates and thus applied to credit risk measurement is trying to achieve as soon as possible. Finally, learn the advanced experience of foreign countries, based on how to strengthen the building of China's banking risk management recommendations.