The Study Of Credit Risk Management In Chinese Commercial Bank Based On Official Finance Information

Because of the problems in credit risk measurement and management of commercial banks in our country,it produced a lot of bad loans.According to banking data released by the Chinese Banking Regulatory Commission in February 15,2016.At the end of the fourth quarter of 2015,the non-performing loan ratio of commercial banks in China was 1.67%,compared with the number in last quarter increased by 0.08 percentage points,a new increase of 88 billion 100 million yuan.Nowadays Chinese commercial banks are still relying on the deposit and loan business.The business of deposit and loan are built on the better credit level of banks;how to identify the risk of credit in corporate clearly,built good models of risk measurement,how to prevent and identify the risk of credit and make the commercial banks developed healthily.These become the main problems to be solved in Chinese banking industry.This paper is based on the causes and characteristics of the risk of credit in Chinese commercial banks.This paper introduces the external and internal rating of credit risk of banking industry and puts forward suggestions,compares the different measurement models of credit risks in banking industry.In view of the reality in our country and the applicability of data,through the selected,I choose the methods of multivariate discriminant analysis which is based on enterprise accounting data to build the banking credit risk model.According to the definition of the financial crisis of enterprise in our country,from the securities market of our country,I choose 40 normal financial enterprises and 40 financial crisis enterprises.And a total of 17 financial ratio index data.The normal financial corporates and bad financial corporates are divided into 2 groups.The groups are used to build models and verify models,and then use the data of 2014 and SPSS statistical software to construct the multivariate discriminant analysis models.For the multidimensional nature of data,the principal analysis is used to reduce the dimension and construct the multivariate discriminant analysis under principal component analysis.Through the test and comparison,the two methods are all valid models and the correct rate is above 85%.For dimensionality reduction of multivariate discriminant analysis model,its stability and accuracy is slightly higher than original data of multiple discriminant models.Finally,for the application of the two models put forward relevant suggestions.It proposed to reduce the model error rate by appropriate adjustment of critical point.The commercial banks should build the model of risk measurement by themselves and learn more modern models.It can enhance the implication of theories and reality to improve the level of risk measurement.