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Research Of Commercial Banks’ Credit Risk Assessment Based On GST

Posted on:2016-06-11Degree:MasterType:Thesis
Country:ChinaCandidate:J J ZhuFull Text:PDF
GTID:2296330461977445Subject:Applied statistics
Abstract/Summary:PDF Full Text Request
With the development of socio-economic, to adapt to the needs of economic development, allow social idle capital into the commercial banking sector. In addition, the interest rates to be determine by market, making commercial banks are becoming increasingly intense. Meanwhile, at the economic transition period, commercial banks face a more complex market environment and more problems of credit risk. Therefore, accurate assessment of the credit risk of commercial banks is particularly important. But how to accurately assess it, the key is to strengthen the construct of the credit risk assessment model.In this paper, using gray clustering model and combining traditional financial indicators, establish the credit risk assessment model of commercial banks. Using gray prediction model and data samples of NPLs of commercial banks, predict commercial banks’ the overall of credit risk, to make commercial banks knowing risk situation.The research methods are including the way of Literature study article and comparative analysis of credit risk measurement models. The other way are of empirical research methods, and combining qualitative with quantitative methods. It was constructed that commercial bank’s credit risk evaluating model and credit risk prediction model of using non-performing loan data.The innovation is simultaneously using gray clustering model and gray prediction model evaluating commercial bank’s credit risk. To introduce of technologies and methods of using gray theory assessment customer credit of commercial banks. For commercial banks to evaluate the level of credit risk provides a useful way. Helping commercial banks control the level of credit risk through the use of this type of credit risk measurement methods, and make loans to be reasonable and other related business to be reasonable also. And to make commercial banks seize the initiative in the fierce competition of market. Therefore, this article for commercial banks to evaluate credit risk are very important in the aspect of theory and practice.
Keywords/Search Tags:commercial bank, credit risk, risk assessment, grey clustering, grey prediction
PDF Full Text Request
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