商业银行信贷风险防范策略-产业经济学专业论文.docx

ABSTRACTThe ABSTRACT The question of how to avoid and control credit risk has long been the major concern for financial institutions and their monitoring departments all over the world Since the end of the 1 980s，with the development of financial globalization and the intensified fluctuation in financial markets．banks and investments of various countries have been challenged by the problem of unprecedented credit risks in business．The World Bank’s research study on the crisis of the world bank industry indicates that credit risk is the major cause for banks to go bankrupt．In china，it is commonly known that the credit asset quality in banks of commerce is so p00L and the bad loan ratio remains so high，that credit risk would constitute the biggest potential financial risk for bank of commerce in china．Besides，there exist certain defects in the credit risk management systems in chinals banks of commerce． Therefore，a careful study on the very subject of the credit risk management in banks of commerce would be highly significant in its theoretical as well as its practical sense．In this regard．the author proposes in this dissertation that in credit risk managing practice，We need first to evaluate the credit rank of a enterprise by the fuzzy mathematics principles．to assess the credit risk of a enterprise by the way of the mypical Discriminant analysis．Then．We use the VaR method。the invest portfolio theory,and the means of credit quota are employed to decide the degree of the potential credit risk Noticeably，when exploring the question of credit risk Game，the author avails himself to the static game of incomplete information theory in the study of the credit risk in businesses with debts，and works out three valuable instructive prepositions for lhe credit business．In this dissertation．the author also put the dynamic game of incomplete information theory into the study of the classification of credit market types in china，and the study of the efficiency in the credit market