Study On Credit Risk Analysis And Controling Of China Construction Bank Jilin Branch

The credit risk analysis is to possibly cause the credit risk factor process the quantitative analysis and the qualitative analysis. The union of the quantitative analysis and the qualitative analysisis more comprehensive, dynamic to analyze the influence of the risk degree of loan, the qualitative analysis and the quantitative analysis mutually verifies, mutually supplements, provides full and the essential basis for the loan classification result. The bank credit risk analysis and the appraisal has the important theory significance and the practical significance regarding commercial bank's management, the persistent effect of the credit risk management system is the key of the bank organization that maintains the long-term success, in the western developed country, its commercial bank's risk management is quite mature, and theoretically forms the corresponding system in the practice, especially unceasingly uses the new technical method to quantitative investigation of the credit risk analysis moving forward, under Compares, our country commercial bank's development just starts, the credit risk management system was not perfect, specially still located traditional the proportion analysis stage as the core credit risk analysis and the measurement, which was far satisfied the commercial bank to the property security. Is unceasingly thorough along with our country market economy, the reform of the economic system and the financial organizational has entered the new stage, the international finance risk event is continuous, the guard and change of the financial risk becomes currently the focus of our country reform and the development day by day , but the bank credit risk management again is the core of the financial risk management.。Reforms under the situation in the present state-owned enterprise which gradually deepens, as the four great state-owned commercial bank of our country, the construction bank is how to measure and how to control credit risk, speeds up the step to joint the international banking industry , has become the key of the construction bank at stock system reform , this article is precisely under such background, uniting the quite advanced credit risk measure method which overseas has had , launching to the present situation and the insufficient research.of Jilin Province construction bank credit risk. The first part of this article mainly elaborates historical process of the credit risk evolution development, and emphatically elaborates the macroscopic economical environment regarding the influence and the significance of the credit risk question research, as well as the credit risk measure, huge reaction to the management to stable finance and the macroscopic economical development The second part in the elaboration credit risk concept and in the characteristic foundation, emphatically introduces 《the Barthel Agreement》involved research principle of credit risk question. The credit risk is defined that the loan person cannot repay principal and interest on time but creates the loss of the risk to the lender, in the traditional significance, loss is understood for only when breach of faith actual occurs only then can produce, therefore the credit risk is again called the risk of the breach of faith. In the Barthel agreement elaborates the credit risk management principle mainly involves following several aspects: Establish the suitable credit risk strategy; Operate in perfect awarding credit procedure ; Maintain suitable awarding credit management, measurement and the monitor regulations; Guarantee the full control of credit risk; Supervising and managing function. The third part introduces several popular credit risk analysis methods on the international in recent years, successively elaborates expert method of the classical analysis method, Z grades of the model and ZETA grades of the model, iKMV model of the modern analysis method, J. P. Morgan's CreditMetrics, CreditRisk`model and KPMG Corporation's credit analysis system, briefly analyzes principle of various risks analysis method and the good or bad foundation, carries on the contrast analysis to the above risk analysis method, thus summarizes the direction and the tendency which the present international risk analysis method evolves: 1) transform from the past qualitative analysis as the quantitative analysis; 2) transform from target form to simulated form, or two union; 3) transform from single property (or loan) as the analysis which carries on from the combination angle; 4) transform from observation closely the method of the account surface value to observation closely to the market ;5) to describes the risk variable from the separate form to the continual form transformation; 6) already considerindividual lender , the single lender's microscopic characteristics, also consider the influence of the entire macroscopic economical environment; 7) from the sole risk measure pattern the risk measure pattern transformation which to the diversification, has custom-made; 8) utilize the newest research achievement of the modern finance theory; 9) the VAR technology is one main constituent of the modern mainstream credit property risk management model; 10) derive the newest research achievement of the correlation domain; 11) utilize large capacity processing information and the network technology of the modern computer。 In the research analysis of overseas advanced risk analysis method and the model foundation, the fourth part of the article specifically elaborates the Jilin Province construction bank property quality and the present situation of management, emphatically elaborates the present risk control system of the Jilin Province construction bank, in the full affirmation result foundation, this article also proposes existence insufficiency of risk control system of the Jilin Province construction bank, separately was: Lacks the effective risk early warning system; The credit property centralism goes to the big enterprise group customer, which is easy to induce the financial risk; The service innovation and the service diversification brings risk management with difficulty in having a definite object in view; Organization overhead construction disadvantages bank interior information communication and feedback; Controlling insufficient coexists with the controlling decentralization; the partial basic unit organization controls the system which carries out the situation is not optimistical; The internal audit controls the system to various branch offices in the inspection appraisal insufficiency; Financial supervising and managing authority supervising and managing horizontal is not high. After discussed and analyzed the Jilin Province construction bank risk control system existence question and the insufficiency, the fifth part of this article emphatically consummates from the internal risk control system of the construction bank, impetus constructs of finance supervising and managing coordination mechanism and consummates early warning and the analysis system of the construction bank credit risk 。From three parts above aiming at insufficient,this article gives the improvement comment and the suggestion , Separately proposes the construction of the vertical flat risk managementorganization overhead construction; Constructs the powerful risk management information system; The establishment reflects the risk cost the achievements inspection system; Forms the fruitful innovation mechanism; Constructs specialization risk management troop; Constructs the information platform for the banks communication; Speeds up cultivating of the supervising and managing talented person; Strengthens the coordinated efficiency between the different supervising and managing organization; Constructs the early warning system of administrative levels; Develops the financial risk evaluation model as soon as possible; Establishes early warning information system of sensitive reaction and the unimpeded channel and so on that has the constructive improvement measure. In brief, this article utilize the research of credit risk analysis method that enhances the ability of the guards against Jilin Province construction bank and change of the credit risk ,thus comprehensively promotes the credit risk measure and the management level of Jilin Province construction bank, promotes the Jilin Province construction bank to be healthy, the stable development.