Research On The Credit Risk Management Of SPD Bank

Under the background of economic downturn,especially the loose stimulus policies spawned by the epidemic crisis,the scale expansion of commercial banks and the reduction of customer credit evaluation standards have fully exposed various potential credit risks,which have exposed many disadvantages of the traditional credit risk management mode.Meanwhile,in the face of the huge pressure of innovation and risk control challenges,digital globalization and the continuous impact of the epidemic have doubled the pressure on the banking industry.Therefore,commercial Banks how to improve the credit risk prevention system,optimize the internal control mechanism to balance the relationship between innovation and development and credit risk control,to explore the digital perspective of credit risk management direction and optimization way,to steadily promote the digital intelligent risk prevention and control foundation is the key to explore reality.This thesis selects the representative SPD Bank as the research object to conduct a case study on the credit risk management of commercial banks.Based on the relevant theories of credit risk management,the thesis first analyzes the credit risk sources of SPD Bank from the perspective of its main business,corporate governance structure,risk management system and asset quality,and then expounds the tradition of SPD Bank and the status quo of digital credit risk management.Then,based on the revised ARMA-GARCH-KMV model quantitative measure SPD bank credit risk level,qualitative contrast analysis of default distance calculation results,PD bank credit risk management,so as to dig out the PD bank credit risk management in the organization of management system,operation process,risk management technical personnel problems.Finally,considering the effect of credit risk infection mechanism,it proposes the credit risk management optimization method of PD Bank from the perspective of macro and micro,and tries to design a qualitative prediction and simulation system of credit risk control based on digital background.In view of the problems existing in the credit risk management of SPD Bank,this thesis proposes that we should comprehensively establish and improve the social credit investigation system,improve the financial supervision system,and pay attention to the infrastructure construction of the credit system.At the micro level,SPD Bank is urgent to comprehensively build a digital credit risk management system,strengthen the pillar power of the credit risk management system platform,improve the whole process system of credit management,and actively cultivate and introduce innovative talents of professional data risk management.In addition,it tries to build the credit risk control and prediction simulation system of SPD Bank to provide a possible reference idea for improving its digital risk control system and improving its risk management ability.