China's Commercial Banks To Credit Risk Measurement Method Of Choice

On the one hand, with the structural changes of the economy and finance of the world, credit risk is becoming more and more important, based on which international supervision institutes and banks are applying themselves to develop advanced model to deal with it. On the other hand, our country lies in the special period of reformation, and the credit risk is extraordinarily important because it is so worse to deal with valuating credit risk exposure that our banks are still in the stage of qualitative analysis. So this paper has a discussion on credit risk valuation from the exposure classification of credit risk and the comparison between valuation cost and valuation benefit. And path dependence theory, marginal theory and optimizing theory are applying in this paper. This article ends up with a few of hypotheses below: at present, retail exposures of credit risk may be valuated by multi-factors score; company ones of credit risk may be valuated by modified specialist method; and bank ones of credit risk may be valuated by quasi modern credit risk valuation model; The destination is to get to the same way to modern credit risk valuation model by which all kinds of risk can be valuated, by the means of motivational transition or compelled one of the institute.