Research On Credit Risk Early Warning Of Commercial Banks

In the financial market,credit risk is one of the most ancient risks,and it is also one of the core issues that commercial banks need to face in the process of management.Enterprises because of the financial crisis and the situation of bankruptcy is everywhere,but also the most direct reason for the loss of credit assets of commercial banks.In the fierce market competition environment,under the influence of the deteriorating financial situation,the enterprise bankruptcy,and then to avoid such incidents of debt is very common.As soon as possible the appearance of enterprise financial crisis signals to find out and help banks to in accordance with the early warning signal,in a timely manner to the credit policy adjustments,prevent banks bear the loss of credit assets,which is the whole social concern.Therefore,the credit risk early warning model based on financial situation is constructed,and then the quantitative analysis is carried out,which has a high theoretical and practical significance.At present,by enterprise financial statements of is the most direct and simple method,with presented by statements out some key financial indicators,may exist in the risk in the process of enterprise management to find out,further supervision has accepted credit investment enterprises in the use of funds,or is to use some measures to prevent enterprises from financial crisis and reduce the risk of financial crisis of enterprises,so as to guarantee the safety of credit funds.The main contents of this paper include:firstly,the background and significance of this thesis are elaborated,in order to study the current situation of domestic and foreign risk early warning system background were analyzed,and the theoretical basis for this study,a simple exposition of the purpose of this study and;secondly,discusses the risk early warning theory of commercial bank credit,analyzes basic characteristics,the credit risk of commercial bank customers have the characteristics,influencing factors,risk early warning risk early warning theory,including the theoretical basis of risk management theory,information theory,risk management theory,economic early-warning theory;Referring to Edward Altman's Z-Score model to construct commercial bank customer credit risk early warning system of early warning indicators to select,and implement a comprehensive evaluation and analysis of selected indicators,Re-correction Z-Score model;finally,as an example of bank credit companies.After the relevant financial data into the corrected Z-Score model to analyze the Z scores,combined with the company financial statement analysis,finally,relevant suggestions.For commercial banks,the establishment and improvement of credit risk early warning model can effectively protect the financial security;improve the profitability of commercial banks.Therefore,the author hopes that this study can be extended to a certain extent on the credit risk early warning model,to better control the risk of commercial bank credit.