The Research On Credit Risk Measurements And Control Methods Of W Industrial And Commercial Bank Of China

At present,China's economy is three superimposed stage,weak anti risk ability of the enterprise loan is difficult to make the corresponding adjustment,the deterioration of operating conditions,the frequency of an event of default,resulting in deterioration of the quality of credit assets of commercial banks.The non-performing loan ratio of commercial banks of China Banking Regulatory Commission increased from 1.25% in 2014 to 1.67% in 2015,and the credit risk of commercial banks increased.The prevention and control of credit risk has become a crucial task for commercial banks.Based on W industrial and Commercial Bank of China as the research object,based on the basic principles and methods of credit risk measurement and control,this paper studies the measurement and control methods of W industrial and commercial bank credit risk.The measurement of W commercial bank loan credit risk using the KMV model,according to the results of classification of different categories of customers,customers choose different credit policy,put forward credit risk control methods,so as to effectively reduce the credit risk of commercial bank at W.Firstly,according to the current situation of risk measurement and control of W commercial bank credit,credit risk internal control and puts forward the existing problems in the industrial and Commercial Bank of W,to find the root of the problem;then use KMV model to measure the W commercial bank credit customer credit risk,according to the measurement results,the classification of loans to customers as encouraged,encouraged and moderate control other factors;finally,the industrial and commercial bank credit products policy W selection consideration such as quality of enterprises,and the industrial and Commercial Bank of W close business degree,choose different credit policies for products of three types of customers,and existing in the internal control of credit risk W commercial bank problems in the establishment of bad accountability mechanism;perfect customer credit archives management mechanism;establish loan guarantee mechanism to check the effect of sound solutions;overdue loan collection mechanism.The proposed control method is based on the actual situation of W industrial and commercial bank,so it is feasible.