Risk Measurement Of Chinese Commercial Bank Credit

Our country is in economic transition period, the emergence of financial risk to diversification and accumulate, especially the credit risk. In 2007 the us subprime mortgage crisis triggered by the global financial crisis, not only to our country’s economy and even the world economy have caused a great loss. There are many reasons that cause the financial crisis, the commercial bank credit risk management is out of control is a key reason. We started the risk management for Banks to rethink, and a new understanding of the risk management of Banks.According to the financial environment in our country, the loss of credit risk of commercial Banks accounted for two-thirds of the overall risk loss. Credit risk is one of the most important risk of commercial Banks in our country, also is the important problem faced by the current banking industry. And compared with the developed countries, for the credit risk management of commercial Banks in our country has been in a backward position, quite a number of deficiencies, and the capital market of our country is weak, the commercial bank is the main source of loan interest income, once appear, the credit crisis, reimbursement is not timely, so will the crisis across the bank’s survival and development, moreover, may affect the development of the national economy. To this, how to improve our country commercial bank credit risk management and measurement, become the common concern problem to be solved and the banking sector. Good credit risk management in our country commercial bank credit management plays an important role.In order to find out the suitable for our country bank credit risk measurement methods, this article first to the credit risk and credit risk measurement existing measurement method are discussed, and a variety of traditional and modern measurement methods are discussed. And then analyzes the existing problems in the current commercial bank credit risk measurement, the DEA model, and the feasibility of the application in our country. Through the establishment of the super efficiency DEA credit scoring model, the empirical analysis on our country commercial bank credit risk. This paper randomly selected 10 ST companies and 10 non ST companies, as a sample of this empirical research, and has chosen to comprehensively reflect the enterprise profit ability, debt paying ability and other factors of 15 financial indicators, divided into two categories, input and output indicators, the application of SPSS software for data correlation test, by testing two kinds of indexes have high correlation. Then put data into mydea software operation, get credit score as a result, the application of DEA method for enterprise credit scoring contains a sample enterprise financial indexes of comprehensive information, can grasp the overall sample enterprise credit conditions, reasonably determine the sample enterprise’s credit score. Using super efficiency DEA credit rating model for ST and the ST companies to score after composite scores is significant differences in the two types of enterprises, the ST companies generally higher than ST companies score, so commercial Banks can be applied to the model of loan enterprise credit rating, in consideration of other factors after the final loan conditions are obtained. Finally on the basis of empirical analysis, and puts forward relevant policy Suggestions.