The Valuation On Individual Credit Risk Of Commercial Bank

Individual credit which is a kind of antiquity tradition,is the base of allof credit,and it is very important in current economic society. Chineseindividual credit system has been much more 20 years old,it has got someachievment and scale,but it is ever complex.There are a lot of bad faithbehavior,so it is difficult to keep a normal credit sociaty.This paperdiscussed Chinese commercial bank how to estimate individual credit,andto find a way which is scientific and applicable. Firstly,this paper introduced some basic theory about individualcredit.And then ,discussed the origin and exhibition of credit risk,individual credit system and valuation system,analyzed the difference ofChinese and occidental.And then it analyzed the correlative factor ofindividual credit risk particularly.Including methods of making a price forthe individual credit and developmental character of Chinese consumptivecredit. And then it analyzed the reasons of the finance risk intheory.According to the actualities of the Chinese commercial bank,itdiscussed the generic methods of individual credit,including experiencedmetheds and mathematical metheds.And then,according to the model oflogistics,sampling from one of the branch of the state commencial bank,itapplied the models of the mathematics grade about the individualcredit,tested the valuation results of the parameter,and then got theconclusion,pointed out the disadvantage of the model and the methods toimprove on it .Finally,at the end of the paper, it gave some developingexpectation about individual credit risk valuation of Chinese commercialbank.