Research Of Customer Risk Evaluation In Commercial Bank Based On Dm

With the Financial market competition's fury, the operation mode of commercial bank in our country has changed a lot. Also because of the rapid innovation of Financing, commercial bank business has been diversified, at the same time the risk increases. Market risk,liquidity risk,interest risk and exchange rate risk appeared in a new form. Among them, credit risk is the key point to commercial bank. Client credit risk will not only influence credit aptitude, but also can disturb the market system. The root of this is Information Asymmetry between client and the banks. So, in order to increase the level of credit management, enhanced marketability of commercial banks, it's very necessary to constitute scientific credit assessment system with modern information technology.In this paper, first introduce the theory of credit risk, analyzed the generation factor of commercial bank credit risk, explicit the signification of client credit assessment ,meanwhile present assessment index of credit risk and the reference point of it. Then, the writer compared traditional method of assessment and modern method. Constituted assessment index system of corporate client credit risk of commercial bank, based on constitution principles of credit risk , and use principal component analysis to select the most influential factors. After that, the writer use index data of machinery listed companies as the samples choose modified BP neural network model to build up client credit risk assessment model. By positive analysis, the result showed this model can reflect urozzlxoek of index system and risk more precisely, attained the expected goal. At last, the writer explained the advantage of neural network and deficiency, also the direction of further perfection.