Research On The Customer Credit Rating Index System Improving Of The Commercial Banks

To improve the method of credit rating is the fundamental way to increase banks'credit risk management level. Under the current circumstance of China's commercial banks have not yet used the Internal Rating-Based Approach brought out in the"New Basel Capital Accord"or other foreign advanced credit rating models, the thesis makes preliminary discussion on how to improve the existing custom credit rating system of the commercial banks in China.The thesis makes some preliminary improvement on the existing customer credit rating index system of the commercial banks in China: to design credit rating index system by long and short loans category, to strengthen the ratio of cash flow analysis and structural analysis, to redefine the quick ratio and current ratio, to make the industrial value as the standard value to reflect the industrial status of the client, and to use Altman Z score model as the auxiliary rating tool to calculate the expected fell back probability; lastly, validates the effectiveness of the new rating system using actual case study.