Commercial bank main model and method including tradition credit risks, credit of management measure method and based on VAR modern credit risks measure model. Among them, traditional credit risks measure method include expert system camphor tree law , credit point system and neural network model, and based on VAR modern credit risks measure model include KMV model , surtax model , model of Credit-Metrics and credit risks of CSFP.
Expert system model law before one year, financial institution is it analyze or determine the nature analytical method not to weigh credit risks, enterprise of loan subjectively to rely on mainly, this kind of method is called the expert system models. Such as classical " 6C law " - By the morality about expert's foundation debtor (character), ability (capacity), capital (capital), pledge (collateral ) , management environment (condition ) and continuity (Continuity ) of undertaking six factor evaluate creditworthiness and comprehensive refund ability their, determine whether to grant the loan finally or not. Whether classical credit is it stores some defects in to analyze, mainly showing in the following aspects. ①Risk that the human factor brings. ②Following the serious bureaucratic style of work.
Credit point system to reflect debtor economic situation or influence debtor several
