X Bank Measurement And Control Method Of Credit Risk

With the development of social economy and the progress of the market socialist market economy,commercial banks are faced with various risks.The credit business as the main business of commercial banks plays a decisive role in the profitability of commercial banks.The credit risk of commercial banks is various.The loss of commercial bank assets caused by factors and the resulting devaluation of the value of commercial banks' overall assets and the depreciation of the overall value of commercial banks.At present,China's credit risk measurement and control are not mature compared to western countries.The non-performing loan ratio far exceeds international standards and there are many deficiencies.Compared with western commercial bank credit risk measurement,there are many qualitative analysis and quantitative analysis.Less,more static analysis,less dynamic analysis,more local analysis,less overall analysis.Therefore,China's commercial banks set up their own internal credit risk models,not only to learn from the advanced foreign credit risk model,but also to absorb and improve according to the actual situation in China.Therefore,the study of measurement and control methods of credit risk is imminent.X Bank was established in 1954 as one of the five largest state-owned commercial banks.Its business scope includes credit funds loans,household savings deposits,foreign exchange businesses,credit card businesses,and policy-based housing reform finance and individual housing mortgage loans.Credit risk is subject to deposits and loans.The asymmetric drop in interest rates,the separation of tax reform and price increase,and changes in the structure of assets and liabilities have caused multiple effects.The relative backwardness of measurement tools and the misunderstanding of measurement tools have intensified the impact.Therefore,this paper focuses on the selection and calculation of credit risk assessment model based on VaR,and is committed to recommend specific measures for X-bank credit risk control through the optimization of X-bank credit risk measurement,which has certain reference significance.Based on the research and exploration of domestic and foreign literature,this paper discusses the current commercial bank credit risk measurement and control limitations based on the analysis of the status quo of X Bank's development and credit conditions,and consults relevant case studies and actual data.At the same time when mentioning the defects of the existing methods,the possibility of measurement models and risk control is systematically summarized,and more detailed internal and external credit risk control methods are proposed.This article uses the case analysis method,literature research method,normative analysis method to supplement and strengthen the main purpose,using the methods of argumentation and formula derivation,and analyzes the following aspects:First,the credit risk of commercial banks mainly includes The credit risk caused by the economic environment,the credit risk arising from information asymmetry,and the credit risk caused by the operation methods;second,the existing problems of X bank's credit risk measurement methods and the new credit risk model's proposal and calculation;X Bank credit risk control problems and causes of analysis,and thus put forward internal and external suggestions for improved methods.