The Design And Application Of A Bank's Internal Rating Management System

With the new Basel Capital Accord on the overall ideas and methods of the risk management of commercial banks, the global banking industry has a great breakthrough and innovation in the field of risk assessment technology. In the fac e of the new capital accord with the internal rating method, the impact of the success of commercial banks will not be seen as obstacles, but as an opportunity. According to the advanced experience of foreign commercial banks, it can bring many positive changes if the IRB implementation process is suitable, and also will get a huge raise in terms of commercial banks IT architecture, the business process, data management system, transaction mode and data analysis platform. Further, it can strengthen its risk control ability and business insight.In this paper, it achieves the electronic rating process in the design and development of the internal rating system, so as to all the information in the process of rating has been recorded. It greatly improves the efficiency. The final rating results which obtained through the internal rating system, can be used to support marketing, credit approval, risk pricing, portfolio management, loan risk management, reserve provision- EL, economic capital allocation- UL and regulatory capital adequacy ratio and other aspects.My analyzing tasks including the followings:(1) The demand analysis of the internal rating system. Firstly, the status and problems of the internal rating system of commercial banks are analyzed, and the overall design of the internal rating management system is proposed. Then, technology needs analysis is accomplished from the internal rating of data requirements, data transfer needs and internal rating technology requires, and system function module an alysis is achieved from customer management, rating management, default management, loss data management, risk exposure and sustained release management, statistical reporting, model management and system management.(2) The design of the internal rating management system has been completed. Based on the above analysis of technical requirements and system function module, the design of internal rating management system is mainly completed from the user login module, customer management module, the rating management module, the default management module, the loss of data management module, risk exposure and sustained release management, statistical reporting and model management module and system management module.(3) The implementation of the internal rating management system. This paper introduces the realization of the main functions of the whole system, and completes the process of the realization of the internal rating model from data mining process, data cleaning process, internal rating system and internal rating.