Present Situation And Strategy Research Of Commercial Bank Credit Risk Management

While the development of economic and social of the state is coming into a new period, called "the new normal", the importance of financial industry in the whole process of economic operation has become highlighted. Under the rapidly changing external circumstance, commercial banks are eager to promote total transformation of management and seek different operational models, enhancing the management level of credit risk effectively.Basing on the relevant research achievements from both domestic and overseas, this paper introduces the common theory of credit risk management in commercial banks, analyzing the present situations and problems of credit risk management from commercial banks operated in China mainland, elaborating the difference between the traditional methods and modern models of credit risk measurement systematically, such as main concepts, suitable environment, assumptions and basic parameters, mainly putting forward some difficulties, which are existing during the application when the modern models of credit risk measurement are used in commercial banks.Meanwhile, this paper introduces the basic structure and main parameters of RAROC model which is applied in case bank at present, analyzing the difference and impact factors of credit interest through real credit data of case bank, pointing out the important significance influenced by RAROC model, such as raising the ability of risk control and internal management, making up the capital cost, enhancing the efficiency of capital use, cultivating core-competitiveness, etc. Also this paper analyzes the method and restraining factors during the application of RAROC model in commercial banks, promoting some advice and measures through cultivating advanced credit culture, improving construction of data system, information system and management team.