Research On Credit Risk Measurement Of State - Owned Commercial Banks In China

Our country state-owned commercial business in the process of operating the greatest risk is the credit risk. Through the analysis can let our country state-owned commercial bank credit risk measurement according to the results of the analysis to take corresponding measures to protect against, because will eventually reduce the loss caused by credit risk. In this article, through comprehensive analysis of the present stage in our country for this topic research, expect to find more scientific and reasonable credit risk measurement model, in order to more accurately measure the credit gap, eventually be able to put forward the corresponding solving measures for credit risk problem. This article first analyzes the related scholars at the study of the state-owned commercial bank credit risk, as well as more common credit risk measurement model, and then a comprehensive analysis of these models have advantages and disadvantages. This paper set up a credit risk measurement model for the Z score model, and then combined with the concrete case, the corresponding empirical analysis. Finally, in view of the above research results, this paper puts forward a series of measures to perfect our country commercial bank credit risk measurement, and hope that through this article research to further improve the state-owned bank credit risk management, this paper mainly covers the following aspects:1. The comprehensive analysis of the summary in view of the bank credit risk management research at present stage, and the current situation of the state-owned commercial bank credit risk of our country and researching the reasons are discussed in detail, and then evaluate the present stage our country state-owned commercial bank credit risk management methods, eventually lead to arguments in this paper.2. Through to our country present risk management situation of state-owned commercial Banks to conduct a comprehensive discussion. Emphatically analyzed the existing problems, and then have to further improve the state-owned commercial Banks in China are put forward measure of risk.3. After selecting Z score model, through the case analysis to relevant empirical research.4. According to the empirical research situation and the present stage our country economic development and industry background, this paper puts forward a series of measures to perfect our country state-owned commercial bank’s credit risk measurement, in order to make the good position in the international competition.