The Research In Risk Measurement And Warning System Of Commercial Bank Of China

With the development of economic globalization, the competition of thecommercial banks in china become increasingly fierce, the operating environment hasbecome complex and diverse, some new risk factors have been grad ually accumulatedand exposed. As special financial companies, when commercial banks are in pursuit ofthe goal of maximizing their own interests, they also shoulder the task of financing,the rational allocation of resources. In recent years, the banking crisis becomefrequently and more and more widely involved, the losses become more and moreserious, risk control is no longer easily solved by a simple financial risk, credit risk,operational risk control, even the Basel Committee on Banking Supervision putmacro-prudential supervision as its focus. However, the macro-prudential supervisionobject is systemic risk, how to measure and early warn the system risk of commercialbanks, to avoid risks, and reduce losses, has become a hot academic research.Firstly, this paper has made a simple review of domestic and foreign commercialbanks risk theory and relevant research of measuring and early warning the risk ofcommercial banks, and make a correlation analysis of the characteristics andshortcomings of existing commercial banks risk measure and early warning. Then, onthe basis of understanding the risk connotation of the commercial banking system, weunderstanded its formation mechanism, and has carried on a comparative study on thesystemic risk preventive measures of the Basel Committee on Banking Supervisionand the developed countries. At the same time we selected reliability analysis methodto screen the primary indicator system, built the index system of risk measuring andwarning of commercial banking system. At last, we used improved comprehensiveevaluation method to measure it, and used support vector machine method to predictthe risk of China’s commercial banking system, research results indicate that China’scommercial banking system risk is slight state of crisis, it should be early warned, andsupervision should be strengthened, to provide a solid guarantee for the sustained andstable operation of commercial banks.