The loan risk is usually borne by the lender. From the lender's point of view, loan risk refers to the possibility that the lender will face various losses in the process of operating the loan business. The loan risk is measurable, and the loan risk is measurable. Through comprehensive investigation of some factors, the probability that the loan principal and interest will be recovered on schedule can be calculated before or after the loan is issued. The so-called loan risk degree refers to the measure of loan risk degree. The loan risk degree is a concrete quantitative index that can be calculated. It is usually greater than zero and less than 1. The greater the loan risk, the less likely it is to recover the loan principal and interest on schedule. On the contrary, the smaller the loan risk, the greater the possibility of recovering the loan principal and interest on schedule.

To measure the loan risk, we must first analyze the factors that affect the loan risk. Although the factors affecting the loan risk are complex and changeable, there are four main factors, namely, the loan object, the loan method, the loan term and the loan form. The measurement of loan risk must be the synthesis of the influence degree of the above four factors on loan risk.

The loan object is an important factor that affects the loan risk or ensures the loan safety. The influence of the loan object on the loan risk is closely related to the credit rating of the enterprise or project. Therefore, we can call the influence of the loan object on the loan risk the credit rating conversion coefficient of the loan object, referred to as "conversion coefficient". According to the different credit rating of the loan object, the conversion coefficient of the credit rating of the loan object can be listed in the table, as shown in the following table.

Credit rating conversion coefficient table of loan object:

Credit rating conversion coefficient of loan object (%)

AAA level 30

AA 50 level

Grade a 70 points

BBB grade 90

The loan method is the basic factor that affects the loan risk or ensures the loan safety, so we can call the influence degree of the loan method on the loan risk the basic coefficient of the loan method, which is referred to as the "basic coefficient" for short. Loan methods can be roughly divided into three categories: credit loans, guaranteed loans, mortgage loans and pledged loans. Guaranteed loans can be divided into seven types according to different guarantors, and mortgage loans and pledged loans can be divided into 15 types according to different collateral and pledge. Different loan methods have great differences in loan risks. The smaller the basic coefficient of the loan method, the safer the loan is. The loan basic coefficient method is similar to the nature and provisions of the loan risk weight or weight in the Basel Accord.

The greater the loan risk. We call the influence of loan term on loan risk the loan term conversion coefficient, or "term coefficient" for short. Term coefficient of different loan terms.

Once a loan is issued, it will form a loan asset. We call the occupation form of loan assets loan form, and the influence of loan form on loan risk is called loan form conversion coefficient, referred to as "form coefficient". Loan forms include normal loans and non-performing loans, among which non-performing loans are further divided into overdue loans, sluggish loans and non-performing loans. Different loan forms have different effects on loan risk.

After quantifying the influence of loan object, loan method, loan term and loan form on loan risk, the loan risk can be calculated. There are two specific situations:

1, loan approval or inspection

Loan risk = conversion coefficient of credit rating of loan object × basic coefficient of loan method × conversion coefficient of loan term × conversion coefficient of loan form.

When approving a loan means deciding whether to lend or not, the loan can be regarded as a normal loan, that is, the conversion coefficient of the loan form is 100%.

2. Comprehensively evaluate the quality of all loans of a bank.

Loan risk = total loan risk ÷ loan balance

Among them, the loan risk of a loan is equal to the product of the loan amount and the loan risk, namely:

Loan risk amount = loan amount × loan risk degree

Namely: loan risk amount = loan amount × credit rating conversion coefficient of loan object × loan method.

Basic coefficient × loan term conversion coefficient × loan form conversion coefficient

The total loan risk is the sum of the loan risks of each loan in all loans; The loan balance is the total loan of the bank at a certain point in time.

You can use the same method to calculate the loan risk of all enterprises under the jurisdiction of a loan officer, and you can also calculate the loan risk of all loans of a borrowing enterprise or a certain type of borrower.

Although loan risk is a very useful tool, it is still a new thing for banks in China, and there are still many imperfections in practice. Therefore, on the one hand, Chinese banks must improve the calculation method of loan risk, so that the loan risk can accurately reflect the size of loan risk, on the other hand, they must carry out credit management in strict accordance with loan risk.