基于银保协作路径的商业银行信用风险预警机制研究

从贷款企业的财务运营能力预警评价、经营管理能力预警评价、技术创新能力预警评价三个层面系统设计商业银行信用风险预警机制的指标体系,在确定各因素预警临界值基础上,进行信用风险预警机制的警示设置,并构造警度评价函数,以实现商业银行信用风险预警机制的警度判断及处置功能,从而实现商业银行信用风险预警机制的预警功能,为构建科学高效的商业银行风险管理机制提供重要的理论指导与决策参考。

Study on Commercial Bank Credit Risk Early Warning Mechanism:Based on Channels to Cooperation between Bank and Guarantee

An early warming index system of commercial bank credit risk is constructed based on three levels: enterprise finance performance,management ability and innovation management.After make sure of the risk thresholds of all the elements mentioned above,a special function has been introduced to find the warming point of the system.The warning function of the commercial bank credit risk has great theoretical and practical significance in the banks’ risk management.