Research And Realization On The Internal Ratings-Based System Of Chinese Commercial Banks

The credit is the premise of market economy and infrastructure in market economy. The development of credit is rooted in the law of the modern market economy. The more developed a market economy requires more honest and trustworthy and an orderly credit transactions. The Western countries conform with the trend and establish a sound credit management system, greatly promote the development of economic. While the domestic credit system is far from perfect, we cannot directly use the credit risk measurement model of Western countries because of the different national conditions. That's to say. improving the domestic credit management system and establishing of appropriate conditions of customer credit rating system has strong practical significance.In view of our country's conditions and the bank industry's status, the researching emphasis is the IRB approach and the implementation of IRB systems.This paper studies the customer credit ratings business of commercial banks, analysis the basic elements of internal rating and rating process, focus on the research of the internal rating methods. and build a model of rating that suitable for China. According to the study of the index system of rating in domestic, the design of rating index of the internal rating system was given in this paper. The rating index divides into large enterprise evaluation index system and middle-small enterprise evaluation index system according to the scale of enterprises. An internal rating system model was established in this paper. functional structure and logical structure of rating system was designed. the business function model for the rating system was designed too. According to the system performance requirements. the appropriate database was selected, and designed the database model and the relational structure of the main table used in the rating system. By comparing the characteristics of different development platforms, the J2EE technology platform is selected to develop commercial bank's internal rating system. The requirements of internal rating system in New Basel Capital Accord is considered in the system, using the calculating method by analyzing the client's financial Factors and non-financial factors to determine the customer credit ratings. realize business process of enterprise customers credit rating. and the functions of customer basic information management, customer ratings information storage. compilation. reflecting. Providing credit analysis tools for the banking and credit Management of institutions.