Research On Credit Risk Assessment Of Commercial Banks In China

Since commercial banks have developed so much today, Compared with the early commercial banks, asset structure and profit structure and management method changed a lot, but the main income of commercial banks in China is still in the loan interest revenue, credit risk is still the biggest risk faced by commercial banks. How to avoid the bad assets, improve the quality of loan ratio, reduce the risk of loans, is an important guarantee for the survival and development of commercial banks. Therefore, the importance of credit risk management in commercial banks is more than before.This paper firstly define the enterprise credit risk on whether losses for two consecutive years, selected in 2014 by the 40 listing Corporation ST as credit risk samples, with 1 to 2 ratio selection requirements of paired samples, paired samples is quite and risk assets scale of the listed companies sample. 32 financial indicators and then divided into 6 aspects including enterprise as the variable, build the sample. Significance test of the sample data factor analysis, Logistic regression and BP neural network model were constructed. Observation prediction precision in different partition value. Combined with the output results, analysis of advantages and disadvantages of the two methods, the prediction accuracy of BP neural network model has better, especially for large sample data.