Study On Optimizing The Enterprise Credit Risk Measurement System Of Bank X

As an important part of the financial system and even the national economy,commercial Banks not only play the basic role of credit intermediary,such as sucking deposits and lending and optimizing resource allocation,but also undertake many important responsibilities,such as adjusting national balance of payments and stabilizing local economy.However,the high debt ratio of commercial Banks also makes them vulnerable to various risks.Among all kinds of risks faced by Banks,the most important one is credit risk,and the amount of its position accounts for the vast majority of the risk position of commercial Banks.At present,many large international Banks have a complete set of risk management mechanism and risk measurement system for credit risk.In contrast,China's banking industry is relatively backward in credit risk management.How to strengthen the credit risk management ability of our commercial Banks and improve the credit risk management efficiency has become a very meaningful topic.As a large commercial bank with leading loan scale,market share,customer volume and other indicators in Jiangxi province,X bank's loan quality has always been a difficult problem which restricting its operation and development.This paper takes X bank's enterprise credit risk measurement system as the research object,systematically analyzes the current situation of X bank's operation and credit risk management,and finds out the possible problems in the process of X bank's credit risk management.On this basis,this paper uses KMV model and X bank's internal rating model to analyze and process a total of 60 samples of ST listed companies and non-ST listed companies,respectively,to find out the difference between the prediction ability of the two models and analyze the possible reasons.Finally,based on the research results of this paper,this paper proposed some suggestions for X bank to optimize their enterprise credit measurement system: first,to improve the enterprise credit risk management mode,including the optimization of rating methods and the improvement of risk control process.The second is the application of KMV model in X bank's enterprise credit measurement system.