Study Of Listed Commercial Bank Financial Risk Early Warning Model

In 2014, with the great party’s 18th meeting hold peacefully and smoothly, the marketization of interest rate to be written into the government work report, this also means that China’s commercial banks interest rate marketization door open. In the background of marketization of interest rates, commercial banks can not only by the advanced technology of Internet Finance and good user experience shock, between commercial bank to survive the deposit loan interest rate difference is not in the protection of national policy, the commercial banks to realize how to control the risks their faces, transformation, especially the financial risk sustainable management of commercial banks is particularly important.This paper mainly has five parts. The first part is the introduction, mainly introduces the listed commercial bank financial risk early warning model research background and research, namely opens the marketization of interest rates soon, and the Internet financial as the interest rate marketization thrum forces, for interest rate marketization has some role in promoting and generating a risk to the financial operation of commercial banks, this paper reference significance for the study of financial risk early warning model for commercial banks, the relevant literature to the domestic and foreign are elaborated and summarized our country related departments such as profits despite the central bank Chinese and Chinese Banking Association announced on the financial risk prevention policies, documents and related scholars for the financial risk prevention study and theory etc.. Then the related theories of listed commercial banks and are introduced in detail,, the theory of financial fragility and financial behavior theory, the specific content of the financial risk, financial risk characteristics such as uncertainty of financial risk, comprehensive financial risk objective inevitability and financial risk briefly summary, and the influencing factors of the financial risk is divided into external factors and internal factors two aspects are briefly introduced. Then, this paper introduces and analyzes the financial risk early warning model to study on the construction of ideas, mainly divided into relevant financial index selection criteria and principles including the comprehensive principle,forward-looking principle, pertinence principle and accuracy of the principle of the four major aspects of the principle, finally through comprehensive consideration and weigh the advantages and disadvantages to choose the growth rate of net profit, the rate of return on net assets, net profit ratio, the single largest customer loans ratio correction rate, the proportion of deposits and loans of the ten index as the representative indicators of commercial bank’s financial risk prediction, concrete step introduces financial risk early warning model including the method, by the use of the specific formula and operation, obtaining the original data related to listed commercial bank financial indexes and using the factor analysis and principal component analysis in the 14 Listed Commercial Banks from 2010 to 2012 financial data are analyzed, and the final score scoring results were ranked, both were compared between the transverse commercial bank, also A single commercial bank longitudinal score trend for 3 consecutive years comparative. This paper used a combination of KMV model and Z score model were compared in all aspects of individual to a commercial bank, the level of financial risks the commercial bank’s conclusion. Finally, based on the conclusions that have been drawn up and put forward countermeasures for the commercial bank financial risk and suggestions for improvement.