Bank debt risk detecting system based on WEB

Abstract

The invention provides a bank debt risk detection system based on WEB. The system comprises: a WEB client-side unit used to input the debt data information which at least includes the customer code through a WEB page as well as generate and send a detection request; a risk exposure detection unit used to calculate the debt risk exposure according to the debt data information; an expected recovery amount detection unit used to calculate the total of the expected recovery amount of the debt; a risk coefficient detection unit used to calculate the debt risk coefficient; an expected recovery rate detection unit used to calculate the expected recovery rate of the debt according to the debt risk exposure, the total of the expected recovery amount of the debt and the debt risk coefficient, wherein, the debt expected recovery rate is equal to (the total of the expected recovery amount of the debt/the debt risk exposure) x the debt risk adjustment coefficient; a breach loss rate detection unit used to calculate the debt breach loss rate according to the debt expected recovery rate further to detect the bank debt risk. The bank debt risk detection system and the bank debt risk detection method based on WEB of the invention can quantitatively control the credit risk of the bank to reduce loss and avoid risk.

Description

technical field [0001] The present invention relates to computer and network technology, in particular to the technology of using computer and network to manage asset credit risk in financial business, specifically a WEB-based bank debt risk detection system. Background technique [0002] With the continuous development of the market economy, the competition of enterprises is becoming more and more fierce, and the market risk is becoming more and more difficult to control. In the process of capital management of financial enterprises, capital risk includes credit risk, operational risk and market risk. Credit risk refers to the possibility and severity of the counterparty's inability to repay its debts on time in accordance with the contract. It is the most serious capital risk. In particular, the asset business of commercial banks is very large, so credit risk is the most basic risk faced by banks. Accurately revealing and measuring credit risk is crucial to reducing bank ...

AI Technical Summary

Problems solved by technology

[0004] Therefore, debt risk evaluation is very important to the operation of commercial banks, but currently commercial banks only carry out five-level classification (normal, substandard, special attention, sluggish, and bad debts) for debt risk assessment, and classify loans of different qualities Divided into different levels, which cannot effectively reflect the expected loss of the debt, that is, at present, it is only a simple classification based on the risk of the debt, which is not conducive to the further improvement of the bank's risk management level

[0005] Therefore, in the current debt risk management, it is impossible to accurately evaluate the expected loss given default (LGD) of the debt, and the debt level cannot be determined according to the expected loss rate of the debt

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