การจัดการความเสี่ยงในการให้สินเชื่อของธนาคารพาณิชย์เอกชน

Abstract

          The purposes of this research were to evaluate 1) the importance of factors influent for credit risk management factors of Commercial Bank 2) relationship between importance of factors influent for credit risk management factors of Commercial Bank, credit risk Administration model of private commercial bank based on an accidental sampling sample size were 200 bank employees from 5 commercial bank leaders by accidental sampling. Statistical treatments used included frequency, percentage, mean, standard deviation, ranking, Hypothesis tested by Pearson Correlation, and Multiple Regression Analysis to created Risk Management for Credit of Private Commercial Bank. The analysis was conducted by computer program research found that. 
             1. The majority of credit employees were female 130 respondents (65.0%), their age 31 – 40 years old 152 respondents (50.0%), married status single 110 respondents(55%) ,average income per month more 30,001 – 50,000 Baht 80 respondents (40.0%), and working Experian Less than or equare10 years 130 respondents (65.0%) 
             2. Finding indicated average overall area of factors influent for credit, customers characteristic, ability pay back, capital, and situation area commercial bank were very high level. But areas of objective of loan, collateral commercial bank were high level. If ranking by mean found that first ability area, capital, situation, characteristic, loan objective and collaterals area respectively. 
             3. Finding indicated average overall area of risk management factors of Commercial Bank, credit process area, (measure, and risk monitor), and environment area, were high level. But risk control system, and credit process were very high level. Ranking by mean first risk control system, credit process area, (measure, and risk monitor), and environment area respectively. 
             4. Hypothesis tested found that Finding indicated the relative between risk management factors of Commercial Bank of environment area, credit process measurement and monitor, and control system with over all area factors influent for credit were low level positive direction. 
             5. Credit Risk Administration Model of Private Commercial Bank =18.295 + 6.551credit environment + 3.077 process credit risk +1.560 process risk (measurement and monitor) +0.395 control system risk.