Build Customer Credit Risk Internal Rating System Research

Since reform and opening-up, international bank risk management concepts and methods constantly into China, promoted the domestic Banks to speed up the pace of reform and development, make bank risk management under unprecedented attention and strengthening, and narrowed the gap with advanced international Banks. Credit risk rating in the credit information resources integration, credit risk measurement and early warning, the financial products pricing aspects plays a very important role.The core of risk management is risk measurement based on, domestic Banks urgently need to speed up the study and implementation of customer credit risk rating system, strengthen internal credit risk management foundation, exercise and improve with advanced international Banks competing each risk management ability. Therefore, improve the management level of credit risk is to improve the quality of China’s banking bank asset fundamental measures and urgent, and credit risk internal ratings-based is new capital accord under the credit risk management of the key. China’s financial industry to foreign Banks open, comprehensive directly facing owns advanced management technology of foreign Banks pressure of competition and toward modernization and globalization strategic requirements. As implementing the risk of quantitative management premise condition, we must establish in China’s banking industry as soon as possible for the customer credit risk characteristics of internal rating system.Combining the working practice, is for the purpose of studying an interdisciplinary field, combined with the finance, management of the theory basis, through IT etc technology method, the realization based on data warehouse construction bank customer credit risk internal rating system research and construction, to reach credit rating ahead of other rating agencies, rating results more stable, reliable, rating process more perfect and more strict supervision department can meet the requirements of purpose.This paper first introduces the research background and the significance of practice, customer credit risk internal ratings-based theory is summarized in this paper. Secondly, based on customer credit risk internal rating system, combining with the practice of Angle bank customer credit risk internal rating system design objectives, principles and ideas and modes of system model, design, planning system function. Again based on data warehouse platform basis, using the data mining technology based on data multidimensional view analysis, and establ ished the customer credit risk internal ratings-based index model. The establishment of a complete a set of customer credit risk internal rating system. Finally on bank credit risks of the clients internal ratings-based system was summarized, and give Suggestions and waits for further research topic.