商业银行非财务信用风险分析

Analysis of non-financial credit risk for commercial banks

传统的信用风险评估方法仅仅从贷款企业角度来评价商业银行所面临的信用风险,而且评价企业信用风险时,也集中在贷款企业的财务风险评价上,忽略了银行本身存、贷款结构和风险状况对信用风险的影响,造成了评估主体缺位。作为对众多文献的补充,从贷款企业非财务风险因素、银行风险因素和宏观经济环境风险因素三个方面进行了信用风险因素分析,完善了商业银行信用风险评估指标体系。

Traditional csedit risk evaluating methods only consider the credit risks the commercial bank is facing from the viewpoint of the enterprise and focus on financial credit risks the enterprises face in evaluating enterprises, ignoring the influences which the bank's deposit and loan structure, and credit risk conditions might have on the financial risk, resulting the absence of the principal assessment subject. This paper analyses the credit risk from three respects respectively: enterprise factors, bank's own risk condition and macroeconomics, which is hoped to better the index system of the credit risk evaluation of commercial banks.