Study Of Commercial Bank Credit Risk Assessment System

In our country, credit risk is the major risk to commercial bank, and it has an important role in the stability and healthy controlling of the whole national economy. But recently our country's commercial bank credit risk evaluation system has many problems, and it doesn't adapt to the development of our economy. Especially after the entry of the WTO, our commercial banks face more rigorous challenge. Therefore, to our commercial bank, how to establish the credit risk evaluation system scientifically and improve the competitive ability is the utmost urgency.This study uses the method of combining qualitative analysis with quantitative analysis, and dynamic analysis with static analysis to establish our country's commercial bank credit risk evaluation system:1. Analysing the present condition of our country's commercial bank credit risk evaluation system, finding it has problems in method, indexes and operation and should be improved.2. Drawing lessons from the foreign commercial bank and improves our commercial bank credit risk evaluation system in indexes system and evaluation method: analyzing the evaluation elements of our country's commercial bank credit risk in detail, then setting the index system of our country's commercial bank credit risk evaluation system; using improved linear insert method to standardize the financial indexes to make their standardized value at 50-100; using fuzzy analytical hierarchy process to calculate the indexes' weight; using the normal synthetic evaluation method and fuzzy synthetic evaluation method to scientifically calculate the credit of the enterprise.3. Establishing our commercial bank credit risk evaluation system model and applies the model with 3 listed company's date of 2004.