Commercial Bank Credit Risk Research

The credit risk is the main risk among financial risks. Its effect on financial activities and the whole nation economy is more and more notable day by day. The low-quality capital of commercial banks?has affected the turnover of loan capital and the operation profit of bank, and made negative effects on the development of nation economy. The credit risk involves in not only debit and credit, buy also nearly every fields of microeconomic and macroeconomic. We should regard the credit risk as a mechanism that can adjust the flowing of social capital. There are three parts of this thesis: theory description, demonstration analysis and models construction. Part one analyzes the meaning and extension of the credit risk, the relationship between the credit risk and commercial economy, the classification of the credit risk and the condition under which the credit risk give birth to. Starts from the facts that affect the credit risk, this part makes systemic analysis of the relationship between the credit risk and enterprises, the credit risk and the regulation of government. Part two analyzes the status of the credit risk of state-owned commercial bank from the aspects of capital abundance and capital quality. This part appraises the -2- status in quo of capital abundance and capital quality of state-owned commercial bank, analyzes the reason that the capital abundance and quality are so slow, and puts forward some concrete measures to improve the capital abundance and capital quality. Part three gives some models used to evaluate and notarize the credit risk, including CART Model, Z-scole Model and Chessen Model.