Commercial Banks To The Corporate Credit Risk Measurement And Management

The enterprises have become important strength to promote national's economy developing continued, fast and healthily. It is an important channel to acquire capital by indirect fancying from commercial banks, because the requirement for the enterprise by going public is very strict. It has important economical and social value to research the enterprise's credit rating.This thesis makes use of four kinds of statistical models to measure and evaluate the indirect fancying credit rating. In addition to introduction, references and attached lists, the physical part of this paper is divided into four parts:In the first part, it introduces the studies on credit rating from commercial banks at home and aboard, for exploring the solution fitting for our own national situation.In the second part, it introduces related concepts, effects and sense on credit rating. And then, we analyze and set up indexes system for constructing credit rating models.In the third part, it combines our national situation to construct the enterprise's credit rating classing models. Besides, this article chooses financial data in the annul report. First, we choose reasonable indexes by principal component analysis. And then, use Logistical regression, Bayesian discrimination analysis and Bayesian networks methods to make empirical studies on credit rating.In the forth part, it is conclusion and evaluation part. We find the causes of difference between actual results and theoretical results, and then propose evaluations and advices.