Research On Credit Risk Management Of Commercial Banks

Credit business is the basic core business of a commercial bank,which is also a key source of revenue for the bank.According to statistics,the proportion of credit business can reach about 70%of the entire banking business.Its interest income is more than 80%of total revenue.It can be seen that the interest income earned by the credit business has become the main source of bank revenue.Therefore,the management of credit risk has become the top priority of a bank's risk management.The level of a bank's ability to manage credit risk directly determines the profitability and growth of the bank.Therefore,it is necessary to establish a comprehensive credit risk management system.This paper takes X Commercial Bank Shenzhen Branch as an example to study its credit risk management.It is found that the bank has some problems such as unclear responsibility of credit risk management organization,imperfect evaluation index system of credit risk,and low professional quality of credit risk management personnel.At the same time,the macro and micro factors related to credit risk are analyzed,which lays the foundation for the construction of a perfect credit risk evaluation index system.In view of the above problems,the main content of this paper is to build a perfect credit risk evaluation index and credit risk prediction model,and put forward countermeasures and suggestions to solve other problems,such as organizational structure,professional quality and so on.First of all,according to the principle of comprehensive,practical,quantitative and qualitative analysis and prediction,according to?the Standard value of Enterprise performance Evaluation 2016?,14 financial factor indexes of credit risk evaluation index system,namely quantitative index,are determined.At the same time,taking into account that the credit customers of X commercial bank are mostly small and medium-sized enterprises,which are easy to be influenced by external financial factors,eight qualitative indexes of non-financial factors are constructed.Then,according to Analytic hierarchy process(AHP)and professional score,the global weight of evaluation index system is determined,the risk index of quantitative index is determined by efficacy coefficient method,and the risk index of qualitative index is determined by expert scoring method.Get a composite index of credit risk.Finally,the grey prediction model of credit risk is established according to grey theory.In order to verify the accuracy of the prediction model,this paper selects B Company,a credit customer of X Commercial Bank,as a bearing enterprise,and makes an empirical analysis of the credit risk evaluation index system and the risk forecasting model in B Company.Based on the actual data collected from Company B,the credit risk index of each index in the evaluation index system is calculated according to?the standard value of enterprise performance evaluation(2016)?and the global weight of the index.We get credit risk composite index and credit risk rating of B Company 2017 four quarters.After verifying the accuracy of the grey forecasting model,the forecast value of the credit risk composite index in the first two quarters of 2018 for company B is calculated,and the analysis and conclusion are given.Finally,the paper puts forward some countermeasures and suggestions to X commercial bank credit risk management:establishing and perfecting risk management system,adjusting credit structure,strengthening risk early warning,standardizing business process,strengthening basic management;strengthen the handling of problem loans,etc.,finally is the summary of the full text.It is hoped that X bank can effectively control credit risk and realize its long-term development.