Research On The Early - Warning Index System Of Post - Loan Risk Of China 's Commercial Banks

With the increasing competition with the commercial banks, China’s traditional commercial banking customers post-loan credit risk management model has been unable to meet the development requirements of modern financial enterprises, post-loan credit risk management has become the level of commercial banks decided to success one of the factors most critical core. At the same time, statistics and information technology evolving so that commercial banks to quickly and efficiently collect and mathematical For more information about business customers, and to construct the corresponding relatively complete modern database management decisions. In this paper, as a master’s thesis focuses on the construction and application and discusses issues related to commercial banks after the credit customer’s credit risk management theory and corporate customer’s credit risk identification model. This in-depth understanding of the nature of post-loan risk management of commercial banks to explore post-loan risk early warning mechanism, improve the commercial bank based on management decision-making capacity in risk prediction model after the post-loan, to ensure the safety of assets commercial bank credit has important theoretical significance and practical significance.Core focus of this paper is to identify indicators and post-loan risk early warning of commercial banks. Research objectives are: more in-depth and meticulous research, providing risk warning indicator system after more reasonable loans to commercial banks in order to effectively improve their post-loan risk management; commercial bank credit risk management after their daily loan in exit strategy and targeted way to lay a more scientific basis, to help commercial banks to implement effective prevention and resolving post-loan risk, enhance goal after a complex risk environment in a timely and effective management of the loan risks.To explore and look at the dynamic changes in the environment to customer demand and customer behavior, corporate customers after commercial bank loans credit risk decision-making method.We want to corporate clients loans of commercial banks after credit risk identification and management of the main issues for analysis, after the combined customer’s credit analysis and risk identification, decision theory and advanced systems, mathematical modeling and economic systems analysis methods establish credit risk management and decision-making after the customer’s credit optimization model and presents after specific commercial bank loans account credit risk warning, control strategies.The loan is risk-warning model starting from corporate financial factors, Based on post-loan-related financial indicators of risk chosen thirteen indicators analysis, these indicators can be extracted from the solvency, operation capability. First, the use of principal component analysis of 33 companies of the annual financial statements of the principal component analysis, the financial indicators for each post-loan risk affect the ability of that heavy weight of each indicator, then use efficiency coefficient method, the financial indicators indexation, then venture to quantify, and finally after the ARIMA model for commercial bank loans to predict the risk for the financial position appears warning, recommended that companies take appropriate measures to avoid risks.