交通银行哈尔滨分行贷款风险预测方法-工商管理专业论文.docxVIP

AbstractWhen Abstract When financial system refotin is further carried out in our country, professional banks in the past are transforming to state—owned commercial banks． In this shunting process，credit risk of commercial banks is increasing with time going．A great number of questionable assets seriously threaten the routine work of commercial banks．Therefore，it is of great academic and realistic significance to establish scientific，reasonable and effective credit risk forecasting methods and strengthen credit risk management work by these means． In view of Bank of Communications Harbin Branch basic datum，this paper comprehensive analyzes its current operating conditions and main reasons leading to credit risk．On the basis of deliberating Delphi，Extrapolation，Multi— factors conjunction estimation，Monte Carlo number imitation and other traditional methods to forecast credit risk，this paper combines Markov state— transfer model with five Classes management in commercial bank credit risk and proposes a new method to forecast the risk．Moreover，this method is demonstrated in a concrete case—Bank of Communications Harbin Branch．This method’S result and applicability are analyzed．On this basis，under the guide of objectivity,systematization，validity，practicability and persistency，following countermeasures are suggested to strengthen credit risk management in Bank of Communications Harbin Branch and contribute to commercial banks in our country，such as how to establish perfect credit risk management system，how to set up post obligation system and inner supervision system in credit risk management，how to found compensation system in credit risk management and how to constitute better symbiosis with enterprises． Key words：Commercial Bank，Credit Risk，Markov State—transfer Model，Credit Classifying Management !!—尘鐾娑坚塑里塑篓鐾型鳖———釜一第1章绪论 !!—尘鐾娑坚塑里塑篓鐾型鳖———釜一 第1章绪论 1．1 问题的提出 随着金融市场国际化、网络化进程的加快，金融改革不断深化、金融创 新层出不穷，与此同时，复杂多变的金融风险也就应运而生。信贷资产是商 业银行资产存在的主要形式，几乎90％以上的商业银行资产都运用在贷款 业务上，因此信