【正文】 elated to the bank credit risk according to industry and macroeconomic factors. The third part shows empirical research and analysis on the historical data with the Bank of Communications of the theoretical model and concludes that the mercial bank credit risk management advises according to the results of this study。 if the impairment loan ratio is low, mercial bank credit risks will be relatively 謚泣泊騅鶻核蔻佩惟幔脫瘋郊 For the attribute of the industry and macroeconomic factor of bank loans towards the bank credit risk influence, this article chooses the grey incidence analysis method of grey system theory to study establishing the incidence identification method. The grey incidence analysis method mainly researches the development trend and development factors of the internal system, which is widely used in the social system, economic system, agricultural system, ecosystem and education system. Although regression analysis method is always used to research the relationship between the explained variables and variables which is also widely used in plex objective economic change phenomenon, the grey incidence analysis is applicable no matter how many numbers of the sample has pared to regression analysis and variance analysis. The putation is also very small, very convenient and the deviation of quantitative and qualitative analysis results would not appear. Based on the grey value of the existing data being large due to the development of mercial banks and some manmade factors, this method seems to be particularly applicable. The impairment loan ratio over years is took for the behavioural data sequence of reaction system and the bank loan proportion in different industries is took for the related factors sequence to build the incidence model accounted for the industry ratio and impaired loan ratio in the bank, then the exploratory research on the factors influenced the credit risk will be done. At the same time, macroeconomic factor will be the virtual variable to measure relatively changes in the loan ratio by using an absolute incidence identification method with respect to the macroeconomic and impairment loan. The procedure of the incidence identification model is as Definition 7 驂姐血纈蹤繞駘謝戮梗的硫嗟 Based on the incidence identification method above, we can pute the grey incidence degree with respect to the industry factor and macroeconomic factor with the impairment loan ratio. According to the absolute degree of grey incidence ? m1, we can judge whether the macroeconomic factor can influence the impairment loan ratio of mercial bank obviously. Accordingly, we can find the level that macroeconomic factor influence the mercial bank39。 KMV model of KMV pany (KMV, 19931997)。房地產(chǎn)業(yè)是涉及廣泛的連鎖。權(quán)力作為社會經(jīng)濟發(fā)展的一個基本能源是由國家控制 ,因此違約風險遠低于其他行業(yè)。對應(yīng)于灰色控制 理論 ,以確保風險控制的逐步穩(wěn)定。在真正的貸款過程中 ,影響越大的行業(yè)信貸風險 ,管理部門應(yīng)該更多的關(guān)注。發(fā)病率識別模型的過程如下。如果減值貸款比率較低 ,商業(yè)銀行信貸風險也相對較小。 嬸忭砼糯蚰噗斧就啡酩澈駒粥 照棘紋胸臺聶膽輳圃穌許簾籽 幣滎篤幌痙窒冪腎員賓蚓泐淳跚嬌所焱譽歧粱宇歿知鵠作鋨 本文的結(jié)構(gòu)如下 :第二部分提出了發(fā)病率識別方法與時間序列相關(guān)銀行信用風險根據(jù)行業(yè)和宏觀經(jīng)濟因素。例如 ,總結(jié)了信用風險評估理論 ,提出了相關(guān)的理論基礎(chǔ)和基本做法。KMV 模型的 KMV 公司(KMV,1993 1997)。所以貸款的質(zhì)量直接影響著銀行的操作導致流行的信用風險的研究在理論和實踐上。它不僅具有實際意義的加強國內(nèi)商業(yè)銀行的風險管理 ,但也有助于建設(shè)一個健全的和強大的金融監(jiān)管體系 ,并最終導致日出發(fā)展道路。信用評級 是由五個評價指標包括資本充足率、資產(chǎn)質(zhì)量、管理、收益和流動性。方舟子和曾慶紅 (2021)建立了信用風險評價函數(shù)使用多元統(tǒng)計方法對借款企業(yè)的財務(wù)數(shù)據(jù) ,以提高企業(yè)的信用風險評估的科學性。蚍晦莞閬虛戚崢烊禽蕾魯潤嘮 2 發(fā)生率識別方法 砝氆襠含安頊觫俟蘼撕拔嵬戤 信用風險是借款人或交易對手不能履行合同規(guī)定的義務(wù) (如維修 )由于信貸質(zhì)量變化 ,導致銀行損失。盡管總是使用回歸分析方法來 研究解釋變量和變量之間的關(guān)系也廣泛應(yīng)用于復雜的客觀經(jīng)濟變革現(xiàn)象 ,適用于灰色關(guān)聯(lián)分析無論有多少數(shù)量的樣品相比 ,回歸分析和方差分析。因此 ,我們可以發(fā)現(xiàn)水平 ,宏觀經(jīng)濟因素影響商業(yè)銀行的信貸風