Research On Credit Riskprevention And Controlofchina Citic Bank Q Branch

Modern commercial bank is a special enterprise of credit risk.Bank profits must be borne by credit risk,which takes risks of financial products and services in the reprocessing of risk.Credit risk management is the basic function of commercial banks,the soul of the survival and development of commercial banks.Credit risk management is the core of the commercial banks under current environment,which plays great importance role in business line.As most of the credit business of commercial bank,credit risk prevention and control the economic lifeline for the entire banking industry are developed steadily of local enterprise development.Prevention and control of credit risk include credit risk identification,credit risk early warning,credit risk transfer,and credit risk aversion.In this paper,the current situation of credit risk management in commercial banks in China,and the situation of credit risk prevention of China CITIC Bank Q branch management are mainly analyzed.Meanwhile,we detailed analysis of the methods used in the CITIC Bank Q branch for credit risk prevention and concrete control.At last,credit risk CREDIT METRICS model based on VAR is employed for obtaining risk loss.These are three main parts in this thesis,which are shown as follow:Firstly,the current situation of the credit risk prevention and control at home and abroad are introduced,which helps to understand the macro level of prevention and control of credit risk management;Secondly,we present the commercial bank credit risk prevention and control theory,and commercial bank credit risk prevention and control system from different aspects.Furthermore,the control framework,objectives and policies are also discussed.Thirdly,we propose the credit risk calculation of the Q branch of CITIC Bank based on the main prevention and control measures for the management of credit risk,credit risk calculation.Then,optimization method and countermeasures of risk prevention and control are given for solving the referred problems.