Research On Commercial Bank Credit Risk Control Based On CSFB Credit Risk Plus Model

The growing trend of economic globalization, the growing integration of international financial markets, financial innovation continue to emerge, financial institutions, the trend of mixing business, credit risk management of commercial banking for both a major challenge facing the future. These developments and changes have made banks risk measurement and management of many new areas of quantitative methods and econometric models.In this thesis, additional models based on CSFB's credit risk based on the measurement and analysis of Qilu bank credit risk, summed up the risks of Qilu banks are too concentrated, high concentration of loans, deposit and loan structure, and several other areas than low risk. Qilu the choice of bank credit market there are some risks, credit control management thinking there is a deviation, the credit process flawed business processes, credit risk management lags behind risk management and the lack of high-quality personnel is the cause of the problem.To achieve an effective credit risk of banks control, the thesis added in the CSFB credit risk model based on the design and development of the overall data warehouse system, and the core of the design process of local processes. Through this system of commercial bank lending measure the actual data, the distribution of credit losses obtained results. This thesis analyzes how to use the data warehouse system to measure the credit risk of commercial banks and commercial banks in the credit management process, the introduction of data warehouse technology to measure credit risk, credit risk of commercial banks to optimize the management process was further thought. Finally, in view of commercial bank credit risk management problems, given the following recommendations: to establish a scientific system of credit management and control, the risk of transformation and establish a sound protection mechanism and improve the bank's risk management, optimization of investment structure of credit, adjustment credit ratio and to develop good credit culture, to improve credit risk management and reduce the credit risk of the banking sector.This theory of economic capital management, CSFB additional credit risk models and data warehouse technology to study together, to achieve a preliminary cross-disciplinary research, and has some practical value for the control of commercial bank credit to provide some basis for decision-making, and there help commercial banks to reduce risk and improve profitability.