Bank Credit System Based On BMS

Nowadays, credit becomes one of key business in commercial banks as the development of economy. When companies or individuals apply for the loan to the bank, the bank hopes to understand the credit situation of companies or individuals though the evaluating means. To evaluate the risk which the customer objectively exists, there is a must to choose the accurate pricing model and develop a reasonable price. Hoping to ensure the normal operation of commercial banks and get the credit risk controlled, as well as to ensure business or personal loan to be rational and efficient use. Based on learned from foreign experience, it’s important to establish a model of the credit risk to suit Chinese market.Bonus-Malus system is mainly used in automobile insurance which adjusts the premium, the basic principle is to set next year’s premiums based on the claims of policyholders happened last year. If there is no claim happened, then improve certain premium discounts as the "reward" for customs, and reduce premium discount as the "punish".In this paper, we will use the Markov chain theory to establish a commercial bank credit pricing incentive system, the primary research content and results are obtained as follows:1. As the difference between the companies and individual, we use the PCA for evaluating the credit level of companies. For the first time, we propose AHP to measure the credit level of individuals. The AHP provide a strong basic for BMS to determine the initial level of credit work.2. Take the claim number into account, an application model of BMS is to be established, and the application model will be analyzed. The distribution of the model is identified, as well as the transfer matrix, the determination of loan rates, and so on.3. Considering the claim amount, we set another model, and the system has been analyzed, a reference geometric scale to calculate various levels of interest rates is referred.4. Finally, I expound some issues worth a further study.