| With the increase influence of European debt crisis, macroeconomicchanged rapidly in china. Under this situation, commercial bank should guaranteethe quality of the credit capacity and improve the risk control level. Creditoperations which is the source of profit in China’s commercial bank are theleading role in assess operations, meanwhile credit risk becomes the main riskpoint, especially facing the situation that lack of external demand and domesticdemand, the asset risk in China’s commercial bank increase because of theincomplete risk management organization and defective risk control system.The credit risk management statue in China’s commercial bank is analyzeddetailed, and then the risk characteristics and reasons of European debt crisis areput forward. Meanwhile the framework of credit risk management in China’scommercial bank in the context of European debt crisis is discussed includingtarget and contexts as well as key point. After that, the credit risk, market risk,operation risk and liquidity risk are identified separately, and the measurementand warning system about credit risk management in China’s commercial bankare designed.Credit risk warning index system and comprehensives index are proposed,and also credit risk measurement model based on logistic and the credit riskwarning system is constructed. Based on the credit processes, control tactics areput forward from three aspects including inside, outside and regulatoryinstitution, then some risk feedback tactics are showed. In the last, take branch Ain Postal Saving Bank of china as an example, the credit risk management systemare optimized consisted of following aspect, such as risk identification andmeasurement before credit, risk warning system in middle, risk control aftercredit and risk feedback through the whole process. It is helpful to complete the credit risk management system in branch A, and the research has theory andpractice value. |
