System and method for estimating credit risks

Abstract

The invention discloses a system and a method for estimating credit risks in extreme cases. The system comprises a source data acquisition device, a user input device, a credit risk pressure measurement device, a data storage device and a data output device, wherein the source data acquisition device is connected with the data storage device; the user input device, the credit risk pressure measurement device, the data storage device and the data output device are connected sequentially; and the credit risk pressure measurement device reads source data collected by the source data acquisition device from the data storage device, and conducts simulation and prediction processing on the source data and user input information input by the user input device so as to realize the estimation of the credit risks in the extreme cases. The system and the method overcome the problem that objective, accurate and efficient estimation cannot be realized since the quantification and the estimation of the credit risks in the extreme cases of a bank are mainly dependent on the experience of personnel, and greatly improve the accuracy and safety of the data.

Description

technical field [0001] The invention relates to the technical field of credit risk management, in particular to a system and method for evaluating credit risk. Background technique [0002] Credit risk refers to the risk that the debtor or counterparty fails to perform the obligations stipulated in the contract or changes in credit quality, which affects the execution of the contract, thereby causing losses to the creditor or financial instrument holder. From the perspective of whether the risk is predictable, the credit risk losses faced by banks are divided into expected losses, unexpected losses and extreme losses. Expected losses can be digested through bank pricing and reserves; unanticipated losses can only be resisted and absorbed by economic capital; extreme losses are losses that occur under abnormal circumstances, with an extremely low probability of occurrence but huge losses. In recent years, banks have conducted many researches on credit risk assessment and ach...

AI Technical Summary

Problems solved by technology

[0008] In order to overcome the difficulty that banks currently rely on human experience to quantify and evaluate credit risk in extreme situations, and cannot achieve objective, accurate, and efficient evaluations, the present invention provides an objective, accurate, and high-efficiency processing method in extreme situations. System and method for assessing credit risk under the system and method to improve data processing efficiency and security

Images