The Estimated The Risk Of Banking Operations And Credit Risk Classification Mathematical Research

Operational risk and credit risk is the risk of commercial bank loans the most important risk. The two largest risk management lies in the difficulty of how to identify the type of risk, measuring risk and small, choose to be controlled and decentralized approach, the need to use very complicated mathematical and computational tools. Over the years, people have been focusing on the theme of a large number of theoretical researches and practical exploration has been a lot of valuable experience and good results. Application of mathematical statistics the current model of the bank's operational risk and credit risk is the risk management aspects of the banking mainstream.I have been in the draw and absorb the results of research and practice at home and abroad, based on the research made the following work:1. The study of commercial banks on operational risk and credit risk of the background and significance of domestic and foreign commercial banks on credit risk and operational risk models and the important research literature and summarized comments2. On the commercial banks of credit risk and operational risk of the meaning, causes, special permit, the type and its theoretical basis are analyzed and summarized;3. For commercial banks to carry out operational risk defined by 6 types of operational risk that the six kinds of types of loss made some basic assumptions, arrive at a number of nature. Buhlmann estimates based on ideology, the sense of mathematical expectation using the linear least squares estimation means, be a new kind of bank operational risk loss estimation model of Buhlmann and the use of soft dollars for spss statistical analysis of the examples are given control of our business banks to operate with a reference value for the risk of countermeasures and suggestions;4. Explore the classification of enterprise credit risk characteristics of the 29 indicators. Application of cluster analysis method of gathering a new classification model of bank credit and corporate risk classification steps and the use of soft dollars for spss statistical analysis of the examples are given to control the credit risk of commercial banks in China with reference to the value of countermeasures and suggestions.