The Research Of Credit Risk Management In Chinese Commercial Bank

The risk which the commercial bank facing include systemic risk and non systemic risk.Due to the particular reason which produce the systemic risk,the commercial banks' management in dealing with this kind of risk is minimal.In this case,it is very important to strengthen the management of non systemic risk for the commercial banks.And not only the credit risk is an important part of systemic risk but also it directly affect the operation of commercial banks and it's profit in China,so we need to improve the level of dealing with it.And it is important to enhance the commercial banks' core competitiveness in the world.The discussion begin after summarizing the achievement that domestic and foreign scholars have made in the management of credit risk.Under the principle of 'unify general and particularity',this paper not only has stated the particularity of the credit risk but also has analyzed the reason why this problem has existed in the process of managing the credit risk.And choosing China Construction Bank as an example to discuss the personal management problems and coping strategies.This paper using factor analysis and logit regression model to verify whether the model is correct or not in predicting the probability of corporate defaults.The database comes from the random 50 companies' financial indicators.The results show that the logit model and the selection index has obvious effect in predicting the probability of corporate defaults and improving the level of credit risk management.At last but not least,putting forward relevant policy suggestions,like 'leverage the effectiveness of the software','maintain the advanced level of hardware','accelerate the human efficacy of lubricants'.And putting forward the specific coping strategies in the view of the Construction Bank.