Research On Financial Risk Evaluation System Before The Loan Of HLJ Branch In The Export-import Bank Based On FCE

The research of financial risk evaluation has been a hot one for scholars. For the studies of bank’s financial risk evaluation, domestic scholars focus on the commercial banks, ignoring the other members of the financial system. As a state policy bank, the Export-import Bank of China is an important member in the financial organization of our country. It has different characteristics and confidentiality to commercial banks, so scholars do less study about its financial risk evaluation system, which doesn’t mean it hasn’t problems. In May2012, the National Audit Office announces that nine branches of the Export-import Bank of China, including the Head Office and Heilongjiang Branch, have a illegal loan of7.944billion Yuan, which exposure the financial risk of credit projects. With the acceleration of China’s financial market and open process, the accuracy and relevance of the bank’s financial risk evaluation on credit projects will directly the survival of banks, especially the key process of evaluation before loan. Therefore, through the research on the financial risk evaluation before loan of the Export-import Bank of China, and a new evaluation system is created, which not only expands the scope of financial risk evaluation of banks, but also provides decision support for the financial risk evaluation before loan of the Export-import Bank of China, improving the accuracy and relevance.Firstly, from the review of research, and with the concept, features, content of the policy risk and bank’s financial risk evaluation, the opinion that when the financial risk is evaluated, it should be combined with specific characteristics of the bank’s actual business and business process is put forward. So the emphasis of the financial risk about HLJ Branch in the Export-Import Bank should be the financial risk evaluation before loan of individual credit projects. On the basis, the current situation of the financial risk about HLJ Branch is analyzed and some problems are founded, including a single evaluation, no an overall assessment, lack of bank characteristics and excessive dependence of an account manager. Therefore, in Chapter4, a new financial risk evaluation system before loan of HLJ branch is proposed, in order to solve the problems identified. On the basis of the existing evaluation methods, the credit risk, interest rate risk, currency risk, moral risk, operational risk and liquidity risk are considered, and then33lower evaluation indexes are extracted from the six categories risk. Through the use of expert investigation, fuzzy comprehensive Evaluation (FCE) and YAAPH, fuzzy comprehensive evaluation model of the financial risk before loan about HLJ branch is established, which is the formation of new financial risk evaluation system of HLJ branch. Finally, the applicability of the new evaluation system is analyzed from expert advices and regulatory. Meanwhile a sample is selected from loan customers of HLJ Branch, in order to calculate the results of the evaluation and do analysis.