客户信用评级系统的经济计量模型检验 论文（Econometric model checking of customer credit rating system）The weak link will also promote China's banking industry to transform business philosophy and strengthen risk management awareness, and for China's banking industryThe high risk management level provides the correct train of thought, also has the important enlightenment function to our country small and medium-sized bank's development.According to a survey conducted by the people's Bank of China, many commercial banks in China have begun to work on internal rating methods.ICBC completed the integration of management information systems, its database construction is quite complete; Bank of China in Hongkong for the purpose of BOCThe pilot will employ experts from overseas institutions to build an internal rating system framework and to implement loans at home10 stage classification; construction SilverLine of internal rating system in-depth study, research and development of credit risk rating early warning system, expertsThe demonstration has been formally established and developed;In early 2002, the goal of establishing an internal rating system was defined, andBegin the establishment, organization and training of the research team. In addition, the small and medium-sized commercial banks represented by CITIC Industrial BankAre also ready to employ foreign companies, joint development of a unified internal rating system, has now basically completed the tender before the relevant companiesResearch work (Liu Liya, 2004).Internal rating approach involves a series of quantitative financial indicators, including a number of qualitative indicators. The design of index system is naturalNeed to fully reflect the customer's assets, operating results, performance history and so on, thereby reflecting the customer's default risk. However,The internal credit rating system should not be ignored in the corresponding index setting. It involves the science of rating index systemSex and rationality. At present, the research in this area is still relatively small, has seen a Beiming (such as: Xiao2004) utilizing loansHistorical data, through factor analysis, cluster analysis and other methods to build internal credit rating model, and the effectiveness of the modelTested. Yu Liyong, Zhan Jiehui2004) on the basis of the actual data of state-owned commercial banks, we use forwardThe index system of credit risk evaluation is constructed by step selection methodThe model of default probability is constructed by Logistic regression model.This article uses different methods to explore, that is, according to the existing customer credit rating system and actual data of Bank of ChinaThis paper uses econometric model to test the rating system, so as to provide reference for the revision and perfection of customer credit rating system.Two, Bank of China customer credit rating systemBank of China established the earliest customer credit rating system in China (Yang Xiangdong,2004). Beginning in 1997, forStandard credit business, and improve customer credit risk prevention mechanism, the Bank of China embarked on a unified credit management, and to customersCredit rating is an important part of the unified credit management of the Bank of china. Rating objects are divided into industries according to the nature of their operations,Business, public utilities, real estate development, integrated five types, each type of customer are set upAAA, AA, A, BBB,BB, B, CCC, CC, C, D, ten credit rating. surface1 lists the customer credit score and credit rating. This paperIn the empirical test, the data of manufacturing enterprises are used. The rating indexes of these enterprises include Solvency Index and profitabilityForce index, management index, performance index, development ability and potential index, reverse item, limit index, credit, etc.Level correction index, etc.8 types of indicators (each index content and scoring criteria slightly).Table 1 credit rating of customers versus credit ratingCredit rating, credit rating, credit implications90-100 AAA superCustomer credit is good, stable business development, business andGood financial position, adequate cash flow, debt servicingStrong, less credit risk.85-89 AA excellent80-84 A good70-79 BBB is betterBetter customer credit, cash flow and balance sheetIt can guarantee the repayment of the debts and must be effectiveGuarantee to avoid credit risk.65-69 BB is passable60-64 B general50-59 CCC differenceCustomer credit is poor, the overall operating conditions and financial statementsIf the situation is poor and the credit risk is greater, measures should be taken toEnsure the security of bank claims.45-49 CC worse40-44 C rangeTwo40 below D worst, customer credit is very bad, credit 。