Study on Commercial Banks Credit Risk Based on AGA and Camel Rating System

The commercial banks risks come from all the uncertainty of the banking business, which have diffusibility and hidden features, if not timely controlled, will have a negative impact on the national economy. Therefore, it is necessary to design the corresponding index system according to the objectivity and relativity of the banking risks, and then control quantitatively the banks risk. Based on the analysis of commercial banks risk management situation and existing problems, this paper establishes a commercial banks credit risk evaluation index system with the camel rating thinking, and then describes AGA evaluation mechanism. In this paper, Hebei commercial bank credit risk evaluation index data as the network operator samples, we evaluated four commercial banks´ credit risk in Beijing; the example results show that the modelpsilas commonality is very good.