An Empirical Study Of The Credit Risk Management Of Commercial Banks In China

Since the 90s of the 20th century, with the tendency for financial globalization, The volatility of financial market is increasing. In front of the credit risks, many countries' bank and the investor have received the unprecedented challenge. Specially in the financial innovation's impetus and under financial crisis's impact, as a result of the transaction main body credit status not reality or credit status's sudden worsening, initiates the huge risk loss. In global scale's commercial bank itinerant can not but deal with the credit risks which continues to increase. The World Bank indicated to the global banking industry crisis's research that causes the primary cause which the bank goes bankrupt is the credit risks. Therefore, regardless of being the academic circle or the practical realm, the supervision level, strengthens day by day to credit risks' attention and research dynamics, has poured into the massive energy in the credit risks management domain. The credit risks appraisal method weeds through the old to bring forth the new, the managerial technique unceasingly better and better, some quota technology, the networking, supported the tool and the software and so on entered the commercial use domain.This article first carries on the outline to the credit risks and credit risks' origin; Then, has carried on the detailed indication to several quite influential credit risks management model and the method, to credit risks quantification management pattern analysis and in comparison foundation, Focuses on the KMV model, and calculated as the basis for listed companies in China and compare the expected default rates, so as business loans of commercial banks in credit risk management to prevent a reference; Finally, on improving the credit risk of commercial banks raised the possibility of bank proposals.