A Study On Small And Micro Businesses Credit Rating System Of F Commercial Bank

With higher stress of economic downturn and accelerated paces of interest rate liberalization,fiercer competitions exist in the banking industry.Therefore,some banks transform their businesses by increasing loans for small and micro businesses(SMB),regarding the business as a new profit growing point.However,it can bring large challenges to the loan risk management that SMB are of small scale and weak anti-risk capability.So for banks which target loans for SMB as transformation direction,SMB credit rating system is the foundation and core of credit risks,and whether it is scientific decides the management efficiency of those banks.The thesis chooses F commercial bank whose main business is loans for SMB as a case,analyzes the SMB credit rating system,and finds out reasons for the high rates of non-performing loans — unscientific credit rating system index,incomplete procession and unreasonable risk measurement methods.The thesis also provides recommendations for improvements on index system,rating procession and risk measurement methods by studying lots of bibliographies and using theoretical tools such as Analytic Hierarchy Process and Z-score Model.Moreover,another chosen local small and micro business is rated by the improved rating method,and the rating outcomes are compared with those of the current rating system,proving the new system scientific.The research results will be used as management and decision references for F commercial bank,promote it to improve the risk control level,break the bottleneck in SMB loan business development,and better support local real economy.