Experimental Study On The Monitoring Methods Of Credit Risk About JZ Bank

Credit risk is one of the major risks in commercial banks' risk types,which has a major impact on the quality of commercial banks' operations.With regard to the study of credit risk monitoring,most scholars at home and abroad have focused their attention on the construction of common monitoring models.However,due to the bank's lack of relevant historical data as support,this makes it impossible to quantify risks.Most banks adopt the five-level classification method and the internal rating loan method in the monitoring of credit risk,but both of these methods have a certain degree of one-sidedness and subjective dependence,which leads to the rating results have no way to achieve objective and fair requirements.In view of this,this paper aims to solve the problems of poor quality of credit assets,high ratio of non-performing loans,low capital adequacy ratio,and high concentration of loan-oriented customers for JZ commercial banks,conducting an experimental study on the method of credit risk monitoring of JZ Bank.The relevant contents and detailed conclusions of the experimental research on JZ bank credit risk monitoring method are listed one by one:(1)Select the indicators of credit risk monitoring through the method of experimentation,and adopt the non-parametric test method to perform average test on the indicator data of the 2015 credit risk monitoring of the 43 listed companies of JZ Commercial Bank.The average test results show that the net profit margin,total asset turnover,current asset turnover,net profit growth,cash flow debt ratio,alliance partners' cooperation scale,corporate performance,and organizational culture are high risk.Those are significant differences between enterprises and low-risk companies,which have the ability to effectively identify credit risks and have strong credit risk monitoring capabilities.(2)The four indicators found through the construction of Logistic comprehensive monitoring model:C4 represents profitability index,C12 represents asset management index,C16 represents development capability index and F3 represents the proportion of corporate performance,and has significant monitoring capability.(3)Using the credit data of 43 listed companies in 2016 to test the predictive ability of the final Logistic financial model and Logistic comprehensive model.The results show that the overall accuracy of the Logistic financial model prediction is 79.0%,and the overall model accuracy is 90.6%.This result shows that after the introduction of non-financial indicators,the overall forecasting ability of the model is improved,and comprehensive analysis of financial and non-financial indicators plays an important role in the process of monitoring the credit risk of JZ commercial banks.