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1、客户信用评级系统的经济计量模型检验论文（Econometricmodelcheckingofcustomercreditratingsystem）TheweaklinkwillalsopromoteChina'sbankingindustrytotransformbusinessphilosophyandstrengthenriskmanagementawareness,andforChina'sbankingindustryThehighriskmanagementlevelprovidesthecorrecttrainofthought,alsohastheimpor
2、tantenlightenmentfunctiontoourcountrysmallandmedium-sizedbank'sdevelopment.Accordingtoasurveyconductedbythepeople'sBankofChina,manycommercialbanksinChinahavebeguntoworkoninternalratingmethods.ICBCcompletedtheintegrationofmanagementinformationsystems,itsdatabaseconstructionisquitecomplete;
3、BankofChinainHongkongforthepurposeofBOCThepilotwillemployexpertsfromoverseasinstitutionstobuildaninternalratingsystemframeworkandtoimplementloansathome10stageclassification;constructionSilverLineofinternalratingsystemin-depthstudy,researchanddevelopmentofcreditriskratingearlywarningsystem
4、,expertsThedemonstrationhasbeenformallyestablishedanddeveloped;Inearly2002,thegoalofestablishinganinternalratingsystemwasdefined,andBegintheestablishment,organizationandtrainingoftheresearchteam.Inaddition,thesmallandmedium-sizedcommercialbanksrepresentedbyCITICIndustrialBankArealsoreadyt
5、oemployforeigncompanies,jointdevelopmentofaunifiedinternalratingsystem,hasnowbasicallycompletedthetenderbeforetherelevantcompaniesResearchwork(LiuLiya,2004).Internalratingapproachinvolvesaseriesofquantitativefinancialindicators,includinganumberofqualitativeindicators.Thedesignofindexsyste
6、misnaturalNeedtofullyreflectthecustomer'sassets,operatingresults,performancehistoryandsoon,therebyreflectingthecustomer'sdefaultrisk.However,Theinternalcreditratingsystemshouldnotbeignoredinthecorrespondingindexsetting.ItinvolvesthescienceofratingindexsystemSexandrationality.Atpresent,the
7、researchinthisareaisstillrelativelysmall,hasseenaBeiming(suchas:Xiao2004)utilizingloansHistoricaldata,throughfactoranalysis,clusteranalysisandothermethodstobuildinternalcreditratingmodel,andtheeffectivenessofthemodelTested.YuLiyong,ZhanJiehui2004)onthebasisoftheactu
