The Research And Realization Of Corporation Customer Credit Risk Management System

With the globalization and increased volatility of financial market in recent years, risk management in commercial banks has become a focus for both international and domestic financial sectors. Great changes are taking place in the tools and elements of credit risk management, modern information technology is playing an increasingly important role. The modern risk management, different from the traditional one that relies much on qualitative analysis, attaches high importance to quantitative analysis, identifying, evaluating and monitoring the risk based on mass mathematical statistic models and thus endows itself more and more with the objective and scientific characteristics. Based on internal rating requirements raised in the "Basel II" capital accord, a large joint-stock commercial bank proposes the establishment of rating and credit control system for corporation customers, from whose corporation customer credit risk management project this thesis is derived.This thesis describes in detail the business background, requirement analysis, the overall program and system design while for the sake of confidentiality, the realization details, the data structure and dictionary are skipped over. The design concept, main function and the interrelationship among all subsystems are introduced and meanwhile the solution to those difficulties encountered in system development is proposed.A brief description of requirement, summary and classification of the main elements and the inter-relationship in between are first presented as a foundation for the system planning and design.Regarding system planning and design, the system logic design, network architecture design, and system platform choice have been elaborated. Through clarifying the system module structure and its relationship with neighboring systems, and based on the basic framework of commercial banks, the system architecture design under centralized data is put forward and the system technology platform are finally chosen after comparison.The system framework design is the focus of this study. Based on the MVC design, the denoting logic and the business logic are strictly separated, whose data transmission through a shared data model. The system manages sources via a unified module and the visit is completed by calling the corresponding management module in business logic. The unified control module accesses front-end and thus achieves the consolidated management and response to the requests from customers. With the help of extraction and integration of its basic running and maintenance functions, a mature and stable platform is established, founded on which the application modules are developed. According to the concept of work flow, the work flow module has been studied and a complete set of work flow realization program is brought forward, which is adopted in the whole system work flows.Following the thoughts of planning, the main functions and detailed design elements for the main modules, e.g.: basic information collection, customer ratings, customer credit control, debt classification and risk early warning, have been depicted. The whole design process reflects the following principles: simple and clear system; standardized flow; flexible and easily maintainable system; reusablility of the system function and full consideration of solutions for the system pressure.Meanwhile, this thesis analyzes the difficulties in system design and proposes the corresponding solutions. The solutions for online performance under large volume of data come from many perspectives, e.g.: data partitioning, data cleaning, on-line transaction concurrency control, data cache and the multi-application of the independent deployment. Establishment of asynchronous task scheduling mechanism in priority ranking, concurrency control and reusable inquiry results helps reduce the impact on system performance by complex inquiry transactions. A common object maintenance and management mechanism completely independent of the specific object types is designed to solve the object maintenance problem with the same management model but different elements and to enable the expansion of the business object types. Without modifying the program though the type of object characteristics domain changes or adjusting only online parameters in case of data structure change allows the system to expand online.The corporate customer credit risk management system expatiating in this thesis is generated from technology innovation with the mass data processing concept and at the lead in the domestic banking sector. With the basis of architecture technology in mass data processing and application network, this paper presents the overall planning and design details, proposes the solutions in technical difficulties and summarizes the current system, aiming to provide a new concept and try for the future development of banking credit risk management system.