客户信用评级系统的经济计量模型检验

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。

Testing the Client Credit Grading System Using Econometric Model

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.