Measurement Of Credit Risk From Small And Medium-sized Enterprises By Commercial Banks

At present,China is in the period of economic transition,the financial risks are constantly accumulating and showing a diversified development trend,which makes the risk management of commercial banks become increasingly important.Among them,the credit risk,mostly coming from small and medium-sized enterprises,is the most important risk,so how to prevent and dissolve the commercial banks' credit risk of SMEs,has become an important topic in reality.First of all,based on the literature review,taking QL bank as the research object,this paper analysis the SME credit risk faced by commercial banks from the credit business volume,non-performing loan ratio,special-mentioned loan and other aspects,in which the causes of SME credit risk are analyzed in detailed.The results show that the number of small and medium-sized enterprises in commercial banks has been large,and the loan non-performing rate has been on the rise in the past two years.The demand of single-family funds is relatively small,and the term structure is inclined to the long-term and long-term,and the difficulty of commercial banks'credit risk management for small and medium-sized enterprises is aggravated.Second,The 40 indexes that affect the credit risk of SMEs are selected,and then the final risk indexes are given through the selection of expert opinions.Secondly,the AHP is used to obtain the weight of each level index and the secondary index,and give the calculation formula of the enterprise.Finally,the calculation formula of default probability of small and medium enterprises is given through CPV model.The results show that by AHP and CPV model of enterprise credit scoring contains a sample enterprise financial indexes of comprehensive information,can grasp the overall sample enterprise credit conditions,reasonably determine the sample enterprise's credit score.Thirdly,According to the reality of the QL bank,from the construction of index system,index weight calculation and grading,probability of default mapping under several aspects of the internal rating method of small and medium-sized enterprise credit risk prediction model for empirical research.This model predict the credit risk of SMEs and analyze the credit risk of SMEs empirically.The results of the empirical test show that,85%of SMEs of QL bank have a relatively small default rate,with 1%to 10%of businesses accounting for 8%,and default rates of 10%to 20%of businesses accounting for 7%.This reflects show that the credit risk is relatively controllable in QL bank.Besides,that the credit rating system builted and used,can help to accurately measure the possibility of credit risk.Finally,on the basis of summarizing the conclusion of the whole paper,it puts forward some relevant policy suggestions from the aspects of strengthening the research and development of the credit risk forecasting model,perfecting the construction of the credit base database,actively cultivating and introducing the senior management personnel of credit risk.It can provide the necessary basis for the credit risk prevention of commercial bank.