A Study on Credit Risk Management of Chinese Commercial Bank Based on Logistic Model
With the development of the world economy, the financial industry which has become the core of modern economy plays more importance role of financial. The bank is the leading financial system. Therefore, the development of banking industry in the financial system and the entire economic system holds an important position. As the oldest and most important risk, credit risk is the main risk that Chinas banking industry has been facing. This paper also selects the 28 financial indicators from 64 listed companies. We analyze the commercial bank credit risk of our country through the Logistic regression model. We get the conclusion that it is feasible that use Logistic model to evaluate our country commercial bank credit risk. Finally, we present countermeasures to enhance credit risk of our country commercial bank.
commercial Banks Credit risk Logistic regression model
Zhang Tiejun
Harbin Finance University Harbin, China
国际会议
北京
英文
684-687
2011-08-08（万方平台首次上网日期，不代表论文的发表时间）