银行内部评级系统——非零售客户评级系统设计

Banks' Internal Rating System——the design of non-retailer clients' rating system

为适应《巴塞尔新资本协议》中内部评级法的要求,加强信用风险管理能力,我国的商业银行应努力做好系统设计的建设,分析了非零售客户评级系统的设计思路,并按照软件工程原则,用现代软件技术设计了系统逻辑架构。最后探讨了IRBS系统功能模块。

To meet the demand of internal rating-based approach in the New Basel Capital Accord and to strengthen the management ability for credit risk,commercial banks in China should try to do well in the system design.The paper analyzes the design idea of non-retailer clients＇ rating system,designs the system＇s logical architecture by using modern software technology and explores IRBS＇ function module.