Analysis On Credit Risk Measurement Of Chinese Listed Commercial Banks

Credit risk is the core content of risk management in various banks,and credit risk measurement and assessment play an important role in maintaining efficient and healthy banking operations,improving the efficiency of capital use,and stabilizing the market economic order.According to statistical data analysis,the balance of non-performing loans and non-performing loans of various types of banks in China are increasing year by year,which shows that the credit risks of various commercial banks in China are still increasing.The methods used in the article mainly include literature analysis,comparative analysis,empirical analysis,qualitative analysis and quantitative analysis.First of all,through the analysis of various domestic and foreign documents on the credit risk management of commercial banks,summarize the existing credit risk management.Then,a simple comparison of the existing methods of commercial bank credit risk measurement is made,and it is concluded that the KMV model is superior to other credit risk measurement models.Then,analyze the current situation of the risk management of the Agricultural Bank of China and the existing problems.In addition,using the method of empirical analysis,the qualitative method and quantitative method were combined to perform data analysis on the credit risk management capabilities of various commercial banks.Finally,the qualitative and quantitative results are combined to analyze the basis,and the countermeasures and suggestions for the measurement of credit risk of listed commercial banks in China are put forward.In this paper,through the empirical analysis method,the modified KMV model is used in the process of risk measurement of listed commercial banks,and the applicability of the model in China's credit risk measurement is verified,and the revised KMV model is used to measure the credit risk of commercial banks in China.