A Study And Design Of Small And Medium Enterprises Credit Risk Measurement System For China Commercial Bank

As an important part of the national economy, medium and small sized enterprises made great contribution to the economic development and social progress. In recent years, though the government and the financial institution enhance the support to the medium and small sized enterprises, the problem of financing to the medium and small sized enterprises was still not solved well. At present, problem of financing to the medium and small sized enterprises is a complex systematic project, involving government, bank, market and intermediary, etc. From the view of bank and the medium and small sized enterprises, the credit risk of the medium and small sized enterprises is relatively high and the bank is lack of effective risk measuring method, which are the primary cause. Under the unsymmetrical information condition, the bank cannot completely evaluate the credit condition of the medium and small sized enterprises, so it will refuse to loan or give a loan at a usurious rate of interest. it increases the financing cost of the enterprise and the inverse selection caused by the unsymmetrical information brings great risk for the bank.Under the background, the article researches from the view of scientific and correct identification, measurement and control of credit risk of medium and small sized enterprises, describes according to the idea of "raise a question-analyze a question-solve a question" and develops around "how to effectively measure the credit risk of the medium and small sized enterprises". First, according to the actual condition of the medium and small sized enterprises, in combination with the business flow of the commercial bank of our country, risk management condition, data structure and technical limit, the all-dimensional index system of credit risk of medium and small sized enterprises is put forward; then measurement method is used to respectively design the measurement system of credit risk of the medium and small sized enterprises under the normal condition and extreme condition, so as to provide theory and evidence support for the credit decision and loan management of the bank; finally, the real data of a bank is used to do empirical analysis and offer solution and suggestion. By the research of loan risk of the medium and small sized enterprises for the commercial bank, the article provides reference for the commercial bank to increase the ability of risk management of the medium and small sized enterprises. On one hand, it effectively measures the loan risk of the medium and small sized enterprises and solves the problem of unsymmetrical information in the credit approval and the inverse selection; on the other hand, the incentive level to medium and small sized enterprises by the bank can be improved through scientific pricing, under the condition of effective risk control, so as to further develop the credit scale to the medium and small sized enterprises, enhance the credit support and thereby positively relieving the problem of difficult financing for the medium and small sized enterprises to some extent.