Research On Credit Risk Identification Of Commercial Banks In China

Credit risk management is always the key areas of focus for commercial banks, to achieve good credit management the first is the recognition of credit risk. Bank of China now the recognition of credit risk basically is to the financial statements analysis, non financial factor analysis of credit risk identification system. However, a large amount of credit default case tell us, relying too much on financial analysis can not effectively identify credit default risk. Therefore, it is necessary for us to select the appropriate financial indicators and non-financial indicators, of commercial bank credit risk recognition system and method for reasonable improvement, improve the effectiveness of the commercial bank credit risk identification.The first part is the introduction. The second part is the analysis of related theory of credit risk for commercial bank, according to the relevant theory of the commercial bank credit risk definition and analysis of the causes, and the impact of credit risk factors was analyzed from two aspects of Finance and non finance. The third part is the evaluation system of commercial credit risk identification the bank, respectively, from the pre loan investigation, loan review, loan management three aspects of the status quo of credit risk identification system of commercial banks is described and evaluated. The fourth part for the recognition of credit risk empirical analysis, selection of the listed company of our country in the 30(15 ST companies and 15 normal companies), removal of some incomplete data samples were obtained 114 samples, using SPSS statistics software of multivariate discriminant analysis method, Fisher found method of financial indicators of empirical research, using Bayes discriminant method for non-financial indicators, empirical research, and obtained the corresponding discriminant model and the two company's relevant data are substituted into test. The test results are satisfactory, with good recognition effect.The fifth part is in the fourth part of the empirical analysis of the foundation, to credit risk identification system from the perspective of technology and system optimization, constructs the comprehensive credit risk identification model. The sixth part proposed countermeasures and suggestions: strengthen the credit personnel training, to create high-quality team; improve the technological level of risk identification; improve the internal control system of the bank. The seventh part is summary and outlook.The conclusion of this paper is: according to the theoretical analysis and empirical research, and obtained the weight related identification index for credit risk recognition. Among them, in the financial indicators, the rate of return on total assets, asset liability ratio and net assets yield accounted for the largest weights; in non-financial indicators, the homogenization of competition degree the prospect of the industry, and geographical advantages weigh more, on the basis of the index coefficient, constructs the discriminant model of credit risk identification of commercial banks, commercial banks can determine the initial probability of default risk through the model of customer credit credit. At the same time, based on discriminant model, the existing credit risk identification system the optimization was carried out at the technical level and system level, which is of important significance to identify the credit risk of banks.