Commercial Bank Credit Expansion In The Context Of Concentration Of Credit Risk Management

Since American sub prime crisis had occurred, it brought the whole word great influences. According to the serious situation, Chinese government implemented "four thousand billion" policy to stern the economic and this policy indeed stop the financial crisis harming our economic. However, this great mount of credit brought out credit spread, especially this credit spread trigged credit concentrating risk, which was a great challenge to our commercial bank credit management. The paper analyzed credit concentrating risk of credit spread, in the view of rhetorical and empirical research.The paper analyzed multi parties of credit spread in the game using game theory, revealed how the parties'beliefs update in the game, as well as how credit spread trigged credit concentrating. On the basis of game analysis, the paper referred to method of evaluate concentrating, built model to evaluate credit concentrating, and used data of Shenzhen agriculture bank to test the model. The empirical outcome showed that, the gene coefficient was great than before, which means that credit concentrating risk of credit spread was great than before credit spread. On the conclusion of research, the paper suggested to reduce credit concentrating to lower credit risk of credit spread.