Macro Perspective Of The Credit Risk Management To Commercial Banks

Banks as special financial institutions operating risk, credit risk has been subject to a high degree of concern. It not only affects banks’ profitability, stability, but also plays a role in fueling the economic crisis. The surface of non-performing loans of commercial banks in China to reduce the non-performing loan ratio of less than1%, at a low level in the world. But such a low non-performing loan ratio was mainly because after several substantial policy peeling malignant tumor remained in the economic system. Our case contains low non-performing loan ratio of the hidden need from within the strict control of credit risk, to truly resolve risks. Risk management relative to foreign commercial banks in China started late, the management level is relatively backward, the more urgent to raise the level of credit risk management.Accurate measure of credit risk in the credit risk management process has become a modern commercial bank’s core competitiveness. Article in elaborate modern credit risk measurement models based on the lack of macro-economic factors have become the main drawback of the credit risk measurement models, ignore its existence will inevitably affect the accuracy of the model, including large international banks including many economists in macroeconomic factors included in the model among the considerations. Finishing discovered through research on the relationship of macroeconomic and non-performing loans, many research results show that the negative correlation between economic growth and non-performing loans, and financial fragility and other theoretical support. However, part of the studies is related to the conclusion, starting from the concept of "risk and return" that economic growth is the reason of non-performing loans, a positive correlation. Based on previous studies, the result of two conflicting empirical research, and use it as the starting point. Function regression method to analyze the relationship between China’s economic growth and bad loans, the result shows that the economic growth and the balance of non-performing loans are dynamic, the early rapid economic growth, and accumulation of non-performing loans may be late; while economic growth slowdown or recession, determine the extent of the current period of exposure to non-performing loans, and that the more serious the recession, bank exposure to non-performing loans of more economic growth and non-performing loans is a negative correlation. Macroeconomic non-performing loans of commercial banks has important and complex effects of economic change are becoming increasingly apparent in the context of financial comprehensive open, more worthy of concern about the impact of economic fluctuations on credit risk. I think that the credit risk management of commercial banks in China should first improve the credit risk of default database to promote China’s development of credit risk measurement models to improve the accuracy of credit risk assessment, to facilitate the establishment of a suitable model for the analysis of the macroeconomic impact of the non-performing loans by forward-looking nature of regulatory indicators, credit derivatives trading, a timely and effective manner to weaken the impact of economic fluctuations on bank credit risk.