The Research Of Riskassessment Model Based On Bank Credit

Financial markets has been the high-risk markets which have been very concerned about by the world's countries and regions ,and commercial banks as the financial market players keep the inevitable bear market, high-pressure brought about by transactions. At this stage, the major financial risk that commercial banks are facing is credit risk as the core, while the loan risk is an important component of credit risk. Credit risk has always been a hot domestic and foreign financial theory. However, at present China's commercial banks of credit risk management status is worrying, reflected that the credit risk management system is not perfect, credit risk assessment model method backward. There is an urgent need for China's commercial banks to provide credit risk assessment ideas. To solve this problem, this paper constructed a method based on principal component analysis, hierarchical analysis and fuzzy comprehensive evaluation of a combination of portfolio evaluation model, the troubled commercial bank's credit risk assessment to do some research and exploring.This paper conducted a commercial bank's credit risk assessment model studies based on the use of traditional credit risk management and the basic theory of modern credit risk management. Learn from the experience of risk management at home and abroad, this paper first established based on financial targets and non-financial indicators of credit risk evaluation index system. First, using principal component analysis to establish a new commercial bank's credit risk evaluation index system, and then the use of AHP to determine the weight of indicators at all levels, based on personal experience is different from the general emphasis on direct empowerment, with a comprehensive, systematic, objective. At last the establishment of credit risk assessment model is based on fuzzy comprehensive evaluation method based on combination of financial indicators and non-financial indicators of information and level of analysis to determine overall weight, the results of a final comprehensive evaluation. In the end, using the sample data on the comprehensive evaluation model for empirical studies verify the validity of the assessment model.