Study On Credit Risk Dynamic Assessment Model Of The Company Custom In The Commercial Bank

Credit risk is the most important and oldest risk in the financial markets. It is also one of the main risks faced by banks and financial institutions mentioned in the New Basel Capital Accord. With the acceleration of financial globalization and continuous upgrade of financial markets’ complexity, the importance and metrical complexity of credit risk have also increased in commercial banks. Credit risk assessment is the basis and core of the credit risk management. Therefore, it can forecast the credit risk of the commercial banking customers in the future by constructing the model of credit risk assessment, and then provide a basis for commercial banks make the right credit decisions.Firstly, based on a large number of domestic and foreign literature, this paper analyzed the assessment situation of customer credit risk in commercial Banks listed company and pointed out the disadvantages of classical evaluation model. Secondly, Based on the concepts related to credit risk, credit risk assessment and the characteristically of credit risk in the listed company, and the Markov chain and BDBN have to deal with uncertain information and timing characteristics. The SPA combined with the Markov chain and DBNS approach is applied to the area of credit risk assessment. This paper constructed the commercial bank credit risk assessment index system on the basis of certain principles and previous studies. Then built credit risk assessment model of the commercial bank’ customer based on SPA combined with the Markov chain and BDBN approach. And an empirical analysis of the model is carried out. In the end, given the financial data on credit objects offered by the listed company in the commercial bank, the established model can make prediction fit the change direction of credit risk excellently.