The Research Of Commercial Bank`s Risk Evaluation System Optimization

The development of global finance and finance innovation make commercial bank close to more risk which becomes more sophisticate and unobvious. Many kinds of risk have all contributed to the final financial risk explosion and comprehensive risk management is eager to conduct. Risk evaluation makes the basis and vital factors of risk management. It could provide reference to regulators for better job and basis to bank for better inner management. This paper deeply analyzed the financial fragility theory and portfolio management theory. Based on the current risk assessment system, we try to use factor analysis to ascertain risk weight in order to enhance the objectivity and scientificity. At last, we will put forward some proposals based on the analysis result. Following is the concrete context.Chapter One is an introduction. This section includes some basic research of this paper.Chapter Two is the related theory analysis. Firstly is risk definition and its type, character. Secondly is the financial fragility and other related theory.Chapter Three is comparative analysis of overseas commercial bank risk assessment system and domestic conditions. This chapter firstly states the design philosophy and the necessity. Then mainly precede comparative analysis and select 13 indicators for empirical analysis.Chapter Four is the empirical analysis. we use SPSS to analyze ten samples which include half State-owned Commercial Bank and half joint-stock commercial bank. Then we will give some conclusion according to principal factor analysisChapter Five is suggestion and countermeasures of risk assessment and management ability. These methods mainly produce from bank inner control system construction, external supervision ability and so on.