Shanghai Pudong Development Bank Zhengzhou Branch Credit Risk Early Warning Model Research

Credit risk is one of the important decisive factor of a bank’s risk, is one of the majorrisks of commercial Banks’ risk. Credit risk exposure comes mainly from credit business andbond investment business. The higher the credit risk capital, said the bank within the higherthe credit risk of loan. Shanghai pudong development bank, zhengzhou branch after13yearsof development, has obtained the certain result, the bank deposits increased year by year. Indeposits increase year by year, however, at the same time, Shanghai pudong developmentbank, zhengzhou branch is faced with credit risk problem, because in2012, Shanghai pudongdevelopment bank, zhengzhou branch branch deputy governor Ma Yijiang illegal deposits andloan sharking leads to the balance of outstanding customer more than1billion yuan, and beinvolved in the "shadow banking" risk, greatly influence the bank’s credit risk. Ma Yijianginvolved in the process does not use the contract and the official seal of Shanghai pudongdevelopment bank, suggesting that exists on the zhengzhou branch credit risk management isnot in place. And Shanghai pudong development bank, zhengzhou branch in credit riskmanagement, and found that the lack of building and perfecting the credit risk early warning,lagging behind the business development and risk management, etc., to face the danger ofcredit risk exposure of zhengzhou branch. Based on the current Shanghai pudongdevelopment bank, zhengzhou branch asset quality risk problems, this paper especially forShanghai pudong development bank, zhengzhou branch credit risk early warning modelresearch for the study of thesis, through the selection and application of credit risk earlywarning model, gives Suggestions for Shanghai pudong development bank, zhengzhou branchcredit risk early warning, has the vital significance.In this paper is divided into six parts: the first part is introduction, mainly analyzes theselected topic background, the significance of this topic, the research status both at home andabroad; The second part as the foundation of the theory of credit risk early warning, analysisthe main theoretical basis and common model of the credit risk early warning; The third partis the Shanghai pudong development bank, zhengzhou branch credit risk management presentsituation and problem analysis, the main analysis of non-performing assets of the bank creditrisk detection and management present situation and existing problems; The fourth part is the construction of Shanghai pudong development bank, zhengzhou branch credit risk earlywarning model, the bank loans are the main credit risk early warning model of theconstruction of the index selection and model building and testing, as well as the level ofcredit risk classification and result analysis; The fifth part in order to strengthen the Shanghaipudong development bank, zhengzhou branch credit risk early warning, put forward sixSuggestions for perfecting the Shanghai pudong development bank, zhengzhou branch creditrisk early warning system, implementation of experts for examination and approval ofpersonal responsibility system, draw lessons from foreign advanced experience in credit riskmanagement Improve credit information management system, establish and improve theinternal rating system, the construction of Shanghai pudong development bank, zhengzhoubranch credit risk monitoring network system, cultivating high quality talent team engaged inthe work of risk early warning; The sixth is divided into research summary and outlook. Thispaper research methods: literature, case analysis and Logistic model. Literature is the mainsource of I complete the study; Case analysis is aimed at zhengzhou, Shanghai pudongdevelopment bank data, data analysis; Logistic regression models used in should be a singleclassification variables, adopting Logistic function modeling, and then using maximumlikelihood method for parameter estimation.