Study On Credit Risk Assessment And Prevention Of Commercial Banks

When the commercial bank as the creditor,the debtor can not repay the bank loan principal or interest according to the contract,and bring losses to the bank’s credit asset security and profitability,the bank will face the credit risk.With the more and more complex external environment faced by China’s banking industry,small and medium-sized enterprises,especially those in traditional industries,are generally faced with greater operational difficulties,and the competition is becoming increasingly fierce,which poses more severe challenges to the credit risk control ability of commercial banks.Therefore,how to improve the credit risk control ability of Chinese commercial banks is particularly important.This paper uses SSA-SVM combination model to evaluate the index system of Bank of Jinzhou,so as to evaluate the credit risk of Bank of Jinzhou.Firstly,this paper describes the credit risk situation of China’s commercial banks and analyzes its causes.Secondly,through the application of credit risk assessment indicators by scholars and the indicators released by the State Financial Supervision Administration,the credit risk assessment indicator system of commercial banks represented by asset quality,risk migration,risk resistance,profitability,enterprise scale,management characteristics and macro-economy is comprehensively considered.Based on this,this paper selects the real data of 26 commercial banks for principal component analysis preprocessing with SPSS,and classifies commercial banks.After the classified data,the training SSA-SVM model was constructed with matlab and the feature selection of indicators was carried out.Nine characteristics such as capital adequacy ratio,net interest margin and return on equity are selected as the main factors affecting the credit risk of commercial banks.Then,we use the index data of Bank of Jinzhou to predict its credit risk,and analyze the reasons from the perspective of credit structure,credit quality,profitability,risk resistance and regional economy.Finally,according to the credit risk management theory,the identification technology is improved.Setting up responsible departments;Avoid risks in advance and improve risk data and other feasible suggestions for management control.In this paper,the SVM model is properly optimized.The optimized SSA-SVM model improves the accuracy and running speed of the model by selecting features,and screens out the feature indicators with little influence.The results are more scientific,reasonable and targeted,which has certain reference significance for the credit risk assessment of commercial banks.