Dissertation > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial organizations, banks > Commercial banks ( specialized banks )

A Study of Commercial Bank’s Credit Risk

Author SongQinHua
Tutor KongDanFeng
School Shandong University
Course Industrial Engineering
Keywords Commercial bank Credit risk management PCA AHP
CLC F832.33
Type Master's thesis
Year 2011
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Credit risk management is a scientific management method. It means that financial institutions can use credit tools to identify, measure, control and dispose of a variety of risk which is faced in credit activities. The credit business such as deposits and loans is the most important business activity of financial enterprise. Therefore, credit risk management will become the most basic and the most important content in the financial industry, especially bank management. As is known to all, banking is a high-risk industry throughout history, and credit risk has been the main risk which is faced. With China’s accession to the WTO and the opening of the financial industry, the domestic banking sectors not only experience more intense competition, but also will face the challenges of the world excellent bank and more and more complicated customer group. However, the credit risk management of domestic commercial banks still has a large gap with foreign advanced bank. Advanced credit risk management will play a very important role in commercial bank’s development. Therefore, domestic commercial bank should pay much attention to the credit risk management. At present, commercial bank credit risk management have some noticeable problems and it is an urgent thing to improve the local commercial bank credit risk management.Based on the literature review and credit risk management methods, this thesis conducts an empirical analysis of a regional commercial bank’s credit management by using the PCA and AHP methods. It also refers to the present credit risk management problems faced by domestic commercial banks and provides some improvement measures.This paper mainly includes five chapters. Chapter 1 is the introduction which includes research background and significance, research methods of the credit risk management, innovations and limitations. Chapter 2 is the domestic and foreign literature review. Chapter 3 is credit risk basic theory and credit risk measuring methods. Chapter 4 is the empirical analysis, taking A bank as an example, utilizing PCA and AHP methods. Chapter 5 indicates the existing credit risk management problems and provides policy suggestions.

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