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Chinese Journal of Management Science ›› 2004, Vol. ›› Issue (5): 41-47.

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The Research of State-Owned Commercial Bank’s Internal Rating Model

XIAO Bei-ming, LI Jin-lin   

  1. School of Management and Economics, Beijing Institute of Technology, Bijing 100081, China
  • Received:2004-01-30 Revised:2004-09-13 Online:2004-10-28 Published:2012-03-07

Abstract: On the basis of analyzing the shortcoming of state-owned commercial bank’s credit rating system and the relative achievement,this paper emphasizes the importance of internal rating model.Through factor anal-ysis,cluster analysis and so on,the paper establishes an internal rating model.The effectiveness of the model is tested.

Key words: credit risk, internal rating model

CLC Number: