Research On Credit Risk Measurement Of Small And Medium - Sized Enterprises In Erdos Branch Of Construction Bank

The essence of commercial bank is managing risks. Because of the SMEs’ small scale and weak ability to manage risk, the main problems for commercial bank is how to deal with the risk. In recent years, the SMSs occupy an important position in national economy, and play an important role in economic growth and employment. However, they have been constraint by the "financing difficult", and the biggest bottleneck for SMEs’ development is financing. But from the aspects of commercial banks, SMEs’ loan is still the biggest part of the credit risk, and it is the key and difficulty of risk management, and is the key to business development. Therefore, how commercial banks can effectively identify the key factors of credit risk in SMEs, and measure and manage risk effectively, become the inevitable problem of the development of commercial banks.Firstly, this paper combs the relevant theory of credit risk management for small and medium enterprises at home and abroad as the theory foundation, use 68 historical data for SMEs to apply for loans. From the risk identification, risk measurement and risk management three aspects, this paper put up with some specific initiatives for improve the SME risk management. In the model selection, considering the limited data, logistic probability discriminant regression model has advantages of less demanding of the data, uses this model to find out the key factors that affect the credit risk, including financial and non-financial indicators, the predictions of the model result is more accurate and can be used for credit risk measurement process.In the research method, this paper uses the method of combining qualitative and quantitative, in order to establish more accurate credit risk assessment model. Also according to the results of the model, and finally puts forward suggestions, mainly including: attention to macroeconomic forms of forecasting, the industry as the basis for the implementation of quota management, optimization of SME risk management system, etc.