The Influence Factors And Empirical Research On Credit Risk Of Commercial Banks

Since the reform and opening up,the most important risk that financial risk institutions and supervisory and administrative departments guard against is the credit risk of commercial banks.With the development of the economy and the further refinement of the social division of labor,China’s development has entered a new period.The development of our country’s economy presents a normal situation,the main characteristics include: the economic growth rate tends to be slow,the industrial structure is in the crucial period of upgrading and transformation,and the way to promote economic growth is changing.Under the guidance of the state macro policy,promoting steady and healthy economic growth,further accelerating the optimization and upgrading of the industrial structure,and promoting further reform and development of China’s economy are the main tasks and development goals facing China at the current stage of development.In this process,we focus on promoting the process of industrial restructuring in China and solving the problem of excess production capacity in China.The commercial banks of our country occupy a dominant position in Jinrongshichang and face various risks in the course of operation.Among them,the credit risk of the main business is particularly prominent.This kind of risk is also becoming more and more complex,and the frequency of occurrence is also more regular.In this way,the pressure on the risk management of commercial banks continues to increase.Therefore,the bank adopts a relatively prudent monetary policy to ensure the security of commercial banks ’resources,reduce the possibility of credit risk,promote the steady and healthy development of Jinrongshichang in China,and further promote the continuous circular development of our country’s economy.Based on today’s "new normal" of economic development in our country,the research object of 16 listed commercial Banks in our country,and from the first quarter of 2012 to 2015 in the fourth quarter of bank data analysis,including the bank’s financial data and stock trading data,analysis of the results of the inspection according to the dimensions of the different and change,in order to the longitudinal time dimension level,large state-owned Banks and national joint-stock commercial Banks,urban commercial Banks,large state-owned Banks change the scope of the most volatile.According to the first half of 2015 statistics,these three Banks on the size and change the default distance of frequency is close to and become low,and the cause of the change should be linked to the 2015 stock market boom bust.To horizontal level,these three kinds of Banks in China,the big state Banks far beyond the default distance and higher than other two types of Banks,but its default theory forecast is lower than the other two types of Banks,this shows that in China’s large state-owned Banks to risk control ability is better than other types of bank,the reason of this phenomenon is caused by large state-owned Banks,capital scale is big,the risk has enough to control ability,can use capital to reduce the risk of local damage.Moreover,large state-owned Banks have a large share of the deposit market and have little new business,which is why their credit risk is low.For the other two types of Banks,the default distance and expected default probability of urban commercial Banks are higher than that of national joint-stock commercial Banks.The national joint-stock bank has a low customer stability and a high competitive pressure due to the market environment,so the bank should continuously improve its asset quality.Urban commercial Banks are among the most well-managed and high-quality commercial Banks,so their overall risk resistance is higher than that of the national joint-stock commercial Banks.In addition,this article analyzed from the aspects of other factors that influence the commercial bank credit risk roughly cycle of economic development,the commercial bank’s own management mechanism,and the government and financial institutions to the commercial bank policy intervention and monitoring,etc.