國有商業(yè)銀行信貸風險預警研究.pdf

1、中國科學技術大學碩士學位論文國有商業(yè)銀行信貸風險預警研究姓名：徐揚申請學位級別：碩士專業(yè)：管理科學與工程指導教師：阮祖啟2000.10.1AbstractQualityofcreditassetsofstate—ownedcommercebankisgenerallybadnessduetospecificallyhistoricalandrealisticreasons，andexistingmanagementmethodshave

2、notadaptedtothedemandofcreditmanagementdevelopmentRecentlytheMethodofLoanClassifiedFiveLevelstoManagehasbeencarriedoutintheconlnlercebankbyPeople’SBankofChinawhichdon、concernabouttoomuchonearlystageforecasting—alertnesso

3、fcreditrisk，althoughithasobvioussuperiorityintheoperationmanagementMoreoverthishasaneffectoncreditmanagementtosomeextentFirstlythepaperdefinessituationofconllTlercebankofourcountryandcauseofformation，trend，existingmanage

4、mentmethodofcreditrisk血succession，toapplythemethodcombinedquantitativeanalysiswithqualitativeanalysisandtheoreticanalysiswithpositivestudytoestablishaneasilyoperatedcreditevaluationcriterionsystem，whichCanintegrateseacha

5、spectofacreditenterpriseSecondlytoputcreditinformationrandomlyextractedofenterpriseintothesettingevaluationsystem，andtocalculateparametervalueofeachriskcriterionAfterobservedandcomparedparametervaluewitheachothertosearch

6、therulewhichreflectedfromvalueofriskparametersfromprovidingdatetomaturityofloanofnormalcreditenterpriseAndtoughlyestimateoperationareaofthisrule，inordertofindoutforecastingalertnessareaandforecastingalertnesstrendlinewhi

7、charefictitiousLastlytoveilfyfeasibilityofforecasting—alertnesstrendlinethroughhappenedseveralcreditinformationofcreditenterprises，andtoachieveapurposethatisabletoearlyforecastcreditriskandprovideanassistantanalysistoolt