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信贷评级是信贷风险管理之前提。本文在对国有商业银行当前信用评级方法存在的问题和国内外相关研究成果进行分析基础上,提出构建国有商业银行内部信用评级模型,及提高信贷风险管理水平的建议。本文利用一些财务数据,通过因子分析和聚类分析等方法构建内部信用评级模型,然后对模型进行了实证分析,检验其有效性得。
Credit rating is premise of credit risk management. Based on the analysis of the existing problems of the credit rating method of state-owned commercial banks and related research results both at home and abroad, this paper puts forward some suggestions on how to build an internal credit rating model of state-owned commercial banks and how to improve the credit risk management. In this paper, we use some financial data to build an internal credit rating model by means of factor analysis and cluster analysis, and then carry out empirical analysis of the model to test its effectiveness.