Analysis of the Factors Influencing Credit Risk of Commercial Banks

In this paper, the specific data about some Chinese major listed commercial banks, combined with our country's macroeconomic variables factors, were used to analyze the influence of these factors on the credit risk of commercial banks by mixed effects model. According to our analysis, we arrived at the conclusions: the credit risk of commercial bank is not only influenced by the bank itself, but also significantly affected by the impact of the others macroeconomic factors; mixed effect model can explain the differences and changes of the inter-bank credit risk. In the, end of the paper, we pointed out: commercial banks should be reasonable to adjust the region and magnitude of credit and decentralize loads in the time, so as to effectively avoid the feasible serious consequences leaded by economic cycle, which could guarantee their revenue in effect, improve ability of withstanding risks, and enhance competitiveness.