The Study Of The Data Warehouse And Its Application In Credit Risk Internal Rating Of Commercial Bank

Implementing internal rating approach in The New Basel Capital Accord brings forward the least demands, the objective of these demands is commercial banks should subdivide efficiently and work out credit risk .Realization of this aim lean on information systems of commercial banks, that is based on the trend of engineeralization in management of credit risk, commercial banks must subdivide credit risk efficiently leaning on depositing information , setting up evaluation model, adopting data mining. It supplies chance for implementing data warehouse in credit risk internal rating.Data warehouse is data muster which sustains process of management and decision-making, faces theme, integrates all sorts of data, varies with time going and permanent for a long time. The use of data warehouse and technologies based on which in credit risk internal rating is feasible because data warehouse can deposit great capacity of data, and data warehouse technologies: On Line Analytical Process and data mining and so on take on powerful function in processing of information disposal. Data warehouse and technologies based on which can be used in credit risk internal rating from many routes: the setting up of data warehouse supplies basic data flat roof for internal rating; using data classification can realize the aim of subdividing credit risk efficiently; the mining of association rule and analysis of time-series and sequence can be used in models which are applied in working out probability of breach of faith.How do commercial banks set up data warehouse? This article starts with the analysis of the demands of internal rating, and founding total frame is the first step; Then article sets forth how to deal with data, set up data model, choose data granularity, found data mart; At last which problems we should pay attention to some problems related with the process of setting up data warehouse. Client credit rating is the most important mission. After setting up data warehouse of commercial banks, this article analyzes how neural network Model can be used in client credit rating by give an example.