Research On Loan Risk Management Improvement Of Small And Micro Enterprises In A Commercial Bank

With the increasing openness of China’s market economy,small and medium-sized enterprises play a more and more important role in the economic and social development of our country.Data show that China’s small and medium-sized enterprises accounted for more than 97.5%of the total number of enterprises,creating Ales accounted for more than 60%,has become the main driving force for China’s economic growth.However,the shortage of funds has seriously hindered the development of small and medium-sized enterprises.Bank loans are the main channel for small and medium-sized enterprises to obtain funds.Whether commercial banks issue loans depends on the credit risk assessment results of enterprises.Because of China’s credit system is not perfect,the bank’s internal existing assessment models are mostly for large enterprises,is not suitable for small and medium-sized enterprises,leading to small and medium-sized enterprises "credit crunch",resulting in a lot of development potential of small and medium-sized enterprises did not get loans and bankruptcy.Therefore,it is neceAry to perfect and build credit risk assessment system suitable for small and medium-sized enterprises in china.Based on the theory of risk management as the research basis,through the method of literature research,field survey,research and analysis of issues related to credit risk management of A commercial bank Small and micro businesses,through the analysis of the main problems of small micro lending bank status,risk management of small and micro loan risk management problems and reasons,to A commercial bank loans to small and micro risk management to optimize the design of the A commercial bank loans to small and micro risk management more scientific and reasonable.This paper introduces the evaluation method and the current use of A commercial bank evaluation system and risk control process,and summarizes the domestic and foreign commercial banks on the basis of the existing loan pricing model,combined with the features of small and medium sized enterprise loan and the plight of the analysis of the applicability of the loan price model of small and medium-sized enterprises,and the introduction of economic value added EVA theory and the theory of economic capital pricing model,establish a suitable for China’s small enterprises loan.For the calculation of the core variables of SMEs default probability,this paper introduces the improved KMV model was calculated,and through empirical data proved that the model is effective for the measurement of credit risk,empirical data select the listed enterprise data for non listed SMEs,this paper also presents a method for calculating KMV model.Finally,this paper puts forward some measures to improve the loan of small and micro enterprises in A commercial banks,such as optimizing the risk organization control,strengthening the staff quality,and improving the risk warning.