摘要
客户信用评级系统是银行业为规范授信业务降低贷款风险而采用的内部评级系统,必须考虑评级系统中指标设置的科学性和合理性。本文利用排序多元离散选择模型,结合实际数据,对中国银行的客户信用评级系统进行了检验。检验结果表明,该系统总体可行,但还可以进一步修订完善。
Client credit grading system is an internal ratings - based system which banks adopt in order to regular credit business and reduce loan risks. It must be considered whether selected indicators are scientific and reasonable. This paper uses ordered multi - variable discrete choice model and practical data to test the client credit grading system of Bank of China. The result shows that system is feasible, but may be further emended and consummated.
出处
《数量经济技术经济研究》
CSSCI
北大核心
2006年第6期138-147,共10页
Journal of Quantitative & Technological Economics
关键词
信用评级
信用风险
内部评级系统
排序多元离散模型
Credit Grading
Credit Risk
Internal Rating-based System
Ordered Multi-variable Discrete Choice Model
