后金融危机时代商业银行信用风险预警混合模型

摘要

This paper constructs a mixed model of prewarning credit risk of listed company through combining component analysis with discriminant analysis,and studies the credit risk management of commercial bank in China. The result shows that the obtained result based on this model is more accurate than that obtained through the traditional single discriminant analysis based on financial data, Finally, it puts forward some suggestions in order to strengthen the credit risk management of commercial banks in China.%将主成分分析和判别分析相结合，构建了上市公司信用风险预警混合模型，对我国商业银行信用风险管理进行了研究。结果表明，相对于传统的基于财务数据的单一判别分析，运用本文构建的信用风险预警混合模型能得出较优的评估结果。最后提出强化我国商业银行信贷风险管理的政策建议。