The Tolerance Model Of Trustworthiness Risk Of The City Commercial Bank And The Research Of The System Of Controlling And Supervising The Risk

This article takes the city commercial bank as the angle of view, and takes new International Convergence of Capital Measurement and capital Standards as the datum, and studies the three big risks in the commercial bank. They are the risk of the credit, the operation and the market. And the trustworthiness risk to study narrow sense, namely credit risk is stressed in this article, Narrate the origin and history of risk, and graded according to work the method inside tolerance risk. Adopting four analysis models that go forward one by one ,they are linear discriminate analysis, main composition discriminate analysis, regression analysis of logistic, main composition logistic recurrence model analyses, ratio in common use so as to data and the financial affairs of going on the market company. The risk to the enterprise quantifies to analysis. How to strengthen the system of supervising has been in progress research. Include the bank system and the credit personnel, the manufacturing of operating, the supervising requirement of the supervising department, so as to avoid his risk.