Research on Credit Risk of State-owned Commercial Banks Based on Extension Method
Credit risk is the most important style in the risk of bank industry. State-owned commercial banks occupied the dominant position in the financial system. Therefore they played a great role in our financial system and their credit risks influenced our entire financial systems security and stability to a great degree. Combined with the former theory and practice, the text established the sufficiency of capital, the quality of property, liquidity and the capacity of profiting with 13 evaluation index of the evaluation system. On this basis, we established a credit risk extension evaluation model. Through testing the four state-owned commercial banks with their historical data in the last decade, the paper proved that the extension comprehensive risk assessment model is feasible for practical application. Then it makes recommendations and ideas for further study against the existing problems in the course of the study.
commercial bank credit risk extension method relation function
Feng Jing Cao Wentao Chai Sinan
School of Management, Harbin Institute of Technologey, Harbin, China
国际会议
烟台
英文
785-791
2010-08-06（万方平台首次上网日期，不代表论文的发表时间）