Commercial Bank Credit Risk Measurement And Control Research

Over the past decade, our nation's commercial banks burgeoned. The scale of banking services expanded rapidly with the huge asset of bank credit as the major source of profit. Meanwhile, banks are confronted with the credit risk which is the major root of risk is on the increase. Bank regulators and banks paid a close attention to credit risk. Naturally, to choose what kind of capital measurement tool to measure the credit risk and to control the degree of risk is becoming a crucial project of banking supervision departments and banks.According to the requirement of New Basle Capital Accord, commercial banks can take both the elementary measurements and advanced internal rating system to measure the degree of the credit risk. Banks abroad mainly have taken the internal rating system to weigh the degree of credit risk. Domestic commercial banks also gradually established and improved internal rating system, but the credit risk of quantitative analysis technique is still not mature, and the application of quantitative analysis is still on the phase of exploration. So far there is no one bank can use the quantitative analysis to evaluate the degree of credit risk. This demonstrated that there is a gap between domestic banks and banks abroad and we are forced to improve the level of credit risk management skill.The best way to improve the level of credit risk management skill is to learn it from abroad. We can improve the credit risk management through comparing with the abroad credit risk model, stimulating and testing of banks'relevant data suitably. This research paper choose the Credit risk model to measure the level of credit risk, after comparing several kinds of frequently used credit risk measurement from the aspect of availability, effectiveness and feasibility of analysis method. By a commercial bank lending to the sample data of the calculation, the paper gave a sample of the bank loan of expected losses. This paper analyzed inside the bank of management factor, drive factor and stock share structure factor, and the external market structure, economic improvement style and enterprise operation environment of the reasons, to sum up the bank credit risk of specific causes. Furthermore, this paper treated the causes of the credit risk as a pawn and explored the theoretical way of effective control of the credit risk, and finally got the relevant conclusions.