A Rural Commercial Bank Credit Risk Early Warning Research

As the trend of financial globalization and financial market volatility,has received the unprecedented challenge to credit risk around the financial institutions.Credit risk into financial institutions and regulatory risk prevention and control of the main object.How to effectively prevent the bank's credit risk,has become the world's financial industry and academia to explore an important subject.At the same time,our country rural commercial bank credit markets are widespread credit rating is poor,lack of management experience,weak ability to resist risk,etc.,which makes the rural commercial bank face greater risks for a long time.At the same time,selected as the research object of A rural commercial bank(hereinafter referred to as A bank)which reflect the credit risk management level of the most intuitionistic data,namely the non-performing loan ratio is up to 2.89% higher,and before A bank also has A blunder in credit business losses.Therefore,it is necessary to study on A bank credit risk management by,found in credit risk management of specific issues,solve and improve.Credit risk early warning related theory,this paper,based on A bank loans and non-performing loans of the overall situation analysis,confirmed the problems in credit risk management.Will A bank credit risk management system of the entire process and the related standard compare,it is concluded that A bank in the credit risk management of credit risk early warning link is missing.Analysis of A bank's current credit risk early warning system,it is concluded that the specific problems of the current system.Combined with the specific problems existing in the current system,optimize the design of warning system.First lists the basic framework of the optimization design and optimization design according to the framework flow.Focus on the optimal design of credit risk early warning index,according to the expert investigation method,determine the early warning index selection.Considering that A bank loans to customers for the characteristics of small and medium-sized enterprises mostly,highlighted the role of non-financial factors in index system.Then use the Delphi method and analytic hierarchy process(AHP)to determine index weight,using the efficacy coefficient method to quantitative measurement of credit risk early warning index,using expert scoring method to qualitative measurement of credit risk early warning index.With the corresponding signals and set up the risk early warning level.By comparative analysis of several kinds of prediction model,selecting the suitable for A grey prediction model of bank credit risk early warning.And proposes the corresponding measures to ensure that the new credit risk early warning system can normal running.The current early warning system for the optimization design,and the system of new generation into A bank representative loan customers,D company for medium-sized construction enterprises to implement.Calculate the risk index of each warning index,combined with the corresponding weight to calculate the four quarters of 2016 comprehensive risk index of the credit.The results of early warning system is different from the original conclusion,the results of the new system is more believable.Generation into the grey forecast model in the second quarter of 2017,come to the comprehensive risk index,according to a quarterly comprehensive risk index of the early warning interval and the lights,the direction of the risk index of D company is analyzed and concluded.This paper is A rural commercial bank in the current credit risk early warning of issues to be discussed,the research mainly focus on improving A rural commercial bank credit risk early warning system.At the same time,in the process of the research makes every effort to achieve the normative analysis and empirical analysis,the combination of dynamic and static research,combining qualitative analysis with quantitative analysis,the combination of theory and practice combined,hope that the conclusion of this paper can improve the solution to A bank in the credit risk early warning,the problems of the optimization of credit business play A positive role.