我国上市区域性股份制商业银行的信用风险预警模型及实证研究

Credit Risk Precaution Model of Region Joint-stock Commerce Banks in China and it's Empeirical Study

信用风险特别是信贷风险,是我国上市区域性股份制商业银行当前面临的主要风险。因此,如何构建恰当的信用风险模型来预测信用风险的大小从而避免这类风险的发生,对我国上市区域性股份制商业银行来说就显得尤为重要。信用风险预警模型将影响信用风险的多种因素通过所考察的指标自身的变化来反映,考察的因素较为全面,模拟较为准确,这对于商业银行的信贷风险管理具有一定的应用价值。

Credit risk, especially loan risk is the main risk Chinese region joint-stock commerce banks facing. So, it is quite important to region joint - stock commerce banks that how to build proper credit risk model to forecast the risk and avoid it. In the Credit risk precaution model, index change reflects the changes of many factors which influence the credit risk synthetically, this consideration is full, moreover, simulation is better. This model has a certain application value to credit risk management of commerce banks.