Research On Evaluation System Of Commercial Banks Credit Risk For Our Country Based On AHP-FCE

With the full opening of the financial industry, commercial banks are facing increasingly fierce competition. Credit risk is the main risk faced by commercial banks, and the strength of its prevention and management ability is directly related to the success or failure of commercial banks. Therefore, the ability of credit risk effective assessment becomes critical. Research on commercial banks credit risk assessment in China started relatively late.The traditional analysis methods are always used in actual application, and they are difficult to meet the needs of commercial banks development. In recent years, research for credit risk measurement is gradually increasing, but through a review of a large number of relevant literatures, we found that there are still many problems. For example, the establishment of credit risk evaluation index system is not comprehensive enough, research content mainly focused on measurement methods, and poor implementation. In this regard, on the basis of information technology and methods in management,this paper studies for the problems of commercial banks credit risk assessment from two aspects of evaluation methods and indicator system and provides a reliable credit risk evaluation system based on B/S structure to better give decision-making for bank credit management.This paper starts from the perspective of commercial banks, and studies corporate credit risk in the loan.Firstly, through referring to a large amount of relevant information and consulting experts,this paper systematically analyzes the main factors influencing the loan enterprise credit level from financial indicators and non-financial indicators two aspects on the basis of comprehensive studying domestic and foreign credit risk evaluation index system, and establishes a relatively comprehensive and suitable for our country commercial banks credit risk evaluation index system.secondly, through the comparative analysis of evaluation methods commonly used in credit risk assessment, finally the paper combines AHP and fuzzy comprehensive evaluation method to establish a commercial banks credit risk assessment model, and uses2012annual financial related data of an enterprise in Heilongjiang province to validate the model. The results show that the model can relatively truly reflect the credit level of loan companies, and it can be used in the actual risk assessment. Finally, on the basis of established commercial banks credit risk assessment model, from the perspective of software engineering, this paper analyzes the system function module and workflow, and develops a commercial banks credit risk assessment prototype system based on B/S structure. The system has been tested, and the results show that compared with the previous studies the system has the advantages of simple operation, high accuracy, strong applicability, and more rapid prediction of credit risk.