China Commercial Bank Credit Risk Management Under The Influence Of The Sybprime Crisis

Credit risk is commercial bank's basic risk, is the commercial banks of risk management of the key and difficult, can directly affect its survival and development. In 2007, from credit risk management fail, the subprime crisis erupted, and then through the international financial markets and trade market spread quickly, causing global economic fluctuations slowdown. In the background of global economic integration, China's commercial Banks to possess, its credit risk level also experience substantialvolatility, mainly through Z score measure, Z score with its high maneuverability, objective, standard unified and Chinese commercial Banks to actual, is the commercial Banks to measure its customer credit risk level of important basis. Path analysis method is applicable to analysis the subprime crisis affect how commercial bank customers Z score change, need to resort to route map, linear structure model and software, to work out the LISREL model, empirically subprime crisis through the stock market, foreign exchange market, international investment, international trade, production costs, as well as five channels affect these commercial bank customers the production and business operation activities index and Z score the direct, indirect path coefficient. Due to the different type enterprise path coefficient difference is bigger, subprime mortgage crisis on the influence of Chinese enterprises on the basis of the characteristics of its production and operation, size and has a difference, in three industries, the third industry especially real estate industry the most profound affected in the real estate industry, real estate enterprises, medium scale inside the most affected, in view of this situation, the credit risk management of commercial Banks should make reference to portfolio principle, in different industries reasonable planning loans between the distribution within the industry, the same. Due to the different channel to each type enterprise path coefficient also has bigger difference, the stock market, foreign exchange market, international investment and the financial sector to the third industry especially channels of real estate industry, international trade the biggest influence on manufacturing, processing, production costs the biggest influence on agricultural maximum impact, in view of this situation, commercial Banks should establish and improve tracking system, and to prevent the risk factors.