| Credit risk is one of the main risks faced by the commercial banks, and credit risk management has always been the major issue faced by the commercial banks. How to improve the level of credit risk management also is the major challenge China's commercial banks are facing. On this respect, there is a big gap between the developed countries and China.This paper systematically combs the existing credit risk management methods. Based on analysis and research on the status quo of the credit risk management methods of China's commercial banks, this paper finds that China's commercial banks have over-reliance on qualitative analysis, make little quantitative analysis, own few professional employees of credit risk management, and also have other problems. Based on this, this paper attempts to discuss the aspects of quantifying credit risks, and gives the necessity and feasibility of the so called credit scoring model to be used in China's country's commercial banks, which is widely used by foreign banks in commercial bank credit analysis. In the part of empirical analysis, this paper adopts several more famous credit scoring models, and combines the relative contexts of corporation finance and econometrics, then establishes a credit scoring model. The empirical results show the credit scoring model we have established has good predictability. |
