Design And Implementation Of Internal Ratings-Based System In Commercial Bank

Since the 1990s, along with the global economic integration and the inflation of the international financial market, the finance has seen the revolutionary change and the credit risk has been the primary cause of the bank bankruptcy. Therefore, commercial banks attach more and more importance to the control and management of the credit risks. Many international banks have developed new credit risk management technology and the IRB(Internal Ratings-Based) sysetm is the most-widely applied technology in the credit risk ManagementHowever, the scientific internal risk rating system of banks has not been established and the management system of IRB has been not developed in China, which without doubt will be great disadvantage to China in the international competition. So to establish the effective IRB is the foundational task of commercial banks management of China.In view of the above problems, Specific content can be summarized as the following three aspects:1) IRB system is running through the entire workflow: loan origination, approval, disbursement, credit review and assets recovery, and covers various credit products.2) IRB is varied to evaluate the solvency of customers as the center, respectively, to build industrial, commercial, and other rating models;3) IRB system includes the customer rating and facility rating.This paperfocuses on the design and implementation of the customer rating system.The software engineering method is used as the main line here, and the implementation process is introduced by the aspects of requirements analysis, framework design, algorithm model and data model design, environment deployment, programming, testing and operation analysis.