Analysis Of Factors Affecting Credit Risk Of Listed Commercial Banks In My Country

Since the Global Financial Crisis in 2008,risk is gradually being noticed,and the president of the People's Bank of China has also proposed that we should hold the bottom line of no systemic financial risks.Banks play a leading role in China's financial operation,they are the most important financial institutions in China,and it is particularly important to measure their risks.Therefore,the research on systemic risk of banks and credit risk of banks has become a hot topic at home and abroad.This paper studies the measurement of credit risk of commercial banks in China.On the basis of introducing the concept,measurement methods and influencing factors of credit risk,it makes a quantitative analysis of credit risk of commercial banks in China and explores the factors affecting credit risk of commercial banks.Section 4.3 of this paper uses contingent equity analysis method,uses MATLAB to calculate the default probability of credit risk indicators of commercial banks in China,and analysis the calculation results.In section 4.4,we explored the influencing factors of bank credit risk.The influencing factors of bank credit risk are selected and we use panel regression to analyze the relationship between the default distance and the influence factors by Eviews.On the basis of referring to domestic and foreign literature,we choose the growth rate of total assets,non-performing loan rate,capital adequacy rate,interest-income ratio,proportion of shadow banking business volume,GDP growth rate and banking prosperity index as explanatory variables,and establishes panel data model to explore the relationship between the explanatory variables and the default distance of explanatory variables according to different classifications of banks.According to empirical analysis,the ratio of default distance,non-performing loan ratio and interest income are inversely proportional to the default distance.The GDP growth rate is proportional to the default distance.The asset size and capital adequacy ratio have different effects on the default distance due to different banks.According to empirical analysis,in order to control the credit risk of banks,the bank's internal factors and factors should be controlled to control the bank's non-performing loan ratio and diversified bank income.