Limitation Of The Commercial Bank Credit Risk Management Research

How to define the risk limit of every client according to safety, benefit and mobility is always the topic for commercial bank to explore and research. Practices of foreign advance banks proved a scientific and reasonable risk limit management system is an important way for commercial bank to proceed earning warning, monitoring and controlling. This helps improve bank’s comprehensive risk management level and realize the benefit maximization under condition that risk control. Thus, it can promote bank value creation ability and provide strength protection for realizing long-term, stable and sustainable development.Scientific, reasonable risk limit econometric model is an important part of risk limit management. At different period, it may cause different risk limit assessing model along with the commercial bank’s credit structural adjustment to client. This article try to explore a risk limit assessing model suitable for our commercial bank through analysis and research to different risk limit assessing model combining our commercial bank’s concrete situation.This article divides into six parts:First chapter is introductory theory. This chapter is to describe the background and meaning of this article’s topic choosing and have an analysis to research situation at home and abroad. The second chapter related theory, have an introduction to risk limit management which is a comprehensive risk management based on risk computation and asset portfolio analysis. It is a real-time and dynamic management. The third chapter have a description to credit limit assessing ways and compare with advantage and disadvantage for different measure model so that to find a improvement direction. The fourth chapter chooses coefficient adjustment method based on internal grading to have an analysis on risk limit management and the development direction of commercial bank. The fifth chapter have an analysis to risk limit occupation, monitor and above norm. The six chapter conclude.