Study On Credit Risk Measurement Models Of Commercial Bank In China

Credit risk is the risk of traditional commercial banks, but also the focus of commercial bank risk management. With the financial innovations in the development of the financial market environment is changing and the diversification of market transactions, the connotation of the credit risk and the outward manifestation of a richer and more diverse. Therefore, in the financial sector, bank credit risk management techniques has become a hot spot. The risk of credit risk measurement and management, China’s commercial banks this study also inadequate, is still in its infancy, the bank’s risk management also behind the development of the times. Of commercial banks credit risk measurement model, help to improve the credit risk measurement and management level of China’s commercial banks, help to enhance the overall competitiveness of China’s commercial banks, with far-reaching theoretical and practical significance.This article outlines the content of credit risk and the credit risk management, a detailed account of the development of the commercial bank risk management, including traditional credit assessment methods and modern credit risk management and measurement model, and analyzes the application of the modern credit risk measurement model in our, by comparative analysis of the model obtained China’s commercial banks initially with the conditions of the application KMV model. Combined with China’s actual situation, to be corrected KMV model, empirical analysis of the credit risk of listed companies in China, and to test the applicability of the KMV model in China. Finally, China’s banking problems in the credit risk management, corresponding countermeasures and opinions.