The State-owned Commercial Bank Credit Risk Analysis And Prevention

Credit is one of the main businesses of state-owned commercial bank in our country, and credit risk is one of the main ventures of commercial banks. The purpose of this paper is to discuss the precautionary measures and early-warnings against the credit risk of commercial banks. At first, the paper carried on basic exposition to the risk of credit and analyzed the present condition of non-performing loan in our country's state-owned commercial bank , the conclusion is that the credit risk in state-owned commercial bank is still serious, the amounts of non-performing loan is still large. Then the author use the statistical method to demonstrate the credit risk in a certain commercial bank, including analysis of the index of loaning quality, analysis of the index of decentralization and analysis of mortgage, then the high rate of idle loans and bad loans, over-centralized loans and low rate of mortgage loans reflected low-grade on the quality of credit of the bank.Then in chapter two, the author pointed out that the original cause of formation of the credit risk can be divided into outside reason and inside reason. Outside reasons include administrative measures of the Government, imbalance development of market, irregular financial market, unhealthy credit enterprise system, inefficient management; Inside reasons include imperfect internal control mechanism, absence of efficient precautionary measures to credit risk, improper anti-risk system to immoral behaviors, etc. In chapter three the anti-risk measures to credit risks is suggested as follows: to construct the society credit, maintain the good society credit system, create excellent credit culture, speed up the reforming of the state-owned enterprises, adjust the relation between government and commercial banks, construct and improve the supervision system of finance, build up the credit insurance system and efficient early-warning prediction system, etc.In chapter four, the author discussed how to build up the efficient early-warning prediction system to credit risks, and pointed out the reason of choosing analytic hierarchy process, and use such method to discuss the construction of early-warning prediction system, which includes the quality index system of credit assets, structure index system of credit assets, profitability index system and repaying ability index system of enterprise, and according to theexperts assessment and evaluation the author analyzed the early-warning prediction system, and used 3s method to discuss the classification of the early-warning line and area to credit risks, built up the early-warning graph. At last, the paper carried on discussing the model construction of credit risk prediction, demonstrated the non-performing loans data of a certain state-owned commercial bank in the last few years, and preferred to the grey system theory according to the error analysis of predicted value of attribution theory and grey system theory.After the completion of the paper, I can comprehend credit risk more profoundly and comprehensively than before, especially the cause of formation of credit risk, precautionary measures and how to build up the efficient early-warning prediction system.