The Credit Risks Research Of Commercial Bank

As one of the most important financial institutions, with money as the business object, adjusting the economic by the integration of capital, credit intermediation, payment intermediary and other functions, and thus commercial banks are endowed with status not to be ignored in the entire social economic activities. The main business and revenue sources of commercial banks is credit business, But China’s financial market is still in the early stages of development, business loans account for great proportion in the total assets of commercial banks, for the principle of safety, in order to ensure the mutual support between banks and enterprises to jointly develop steadily, bank lending must be very cautious, not only by judging risk subjectively to make decisions. Thus finding a risk measurement model suitable for the current situation, suitable for all enterprises, especially small and medium-sized enterprise is particularly important, which has an important significance for commercial banks to avoid risk and to provide more scientific decisions.Based on the considerations above, this paper briefly introduces the characteristics and types of credit risks of commercial bank, doing a thorough analysis and comparison to the classical and modern credit risk measurement models, combined with China’s national conditions, the Logistic model is more accurate. In addition to the 23 financial indicators, this paper also adds three non-financial indicators, respectively are Industry, Area and Education, combined with factor analysis, refining and screening out the main financial indicators. In this paper, the short-term debt paying ability, asset profit ability and working ability of the assets are the most important to inspect when commercial banks assess the defaults of enterprises, the stronger the above three ability, the smaller the probability of default, so all are negatively related. At the same time, there are also the factors that affect the default probability of the enterprise as well as the regional development status of the asset profitability, long-term solvency, and the auxiliary detection. The accuracy of model test results is higher, so the model is suitable for our country. Finally, this paper gives some effective suggestions.