Commercial Bank Credit Risk Management Study Based on Grey Incidence Analysis
Credit asset quality is one of the mainly obstacles hindering the further development of commercial banks in China, research on credit risk assessment has become an important part of the implementation of the commercial banks risk management.In this paper the incidence identification model is established to investigate whether industrial and macroeconomic factors could affect impaired loan ratio of banks using the grey incidence analysis method.The results indicate that the impaired loan ratio varies in accordance with different industrial influence as well as macroeconomic factor.Under the principle of differential treatment, differential control, this research can provide useful suggestions to strengthen the implementation of differentiated credit policy, and focus on guiding and promoting the optimization of credit structure, as well as maintain a reasonable size of credit facilities and build a steady currency credit system.
Risk management Credit risk Impaired loan ratio Grey incidence analysis
JIN Jia-jia MI Chuan - min YANG Lei LIU Si-feng
College of Economics and Management Nanjing University of Aeronautics and Astronautics Nanjing,China
国际会议
南京
英文
541-545
2011-09-15（万方平台首次上网日期，不代表论文的发表时间）