Credit business is the core business and traditional business of commercial banks, and credit risk is the main risk faced by commercial banks all over the world. Next, please enjoy the credit risk control methods that I collected and arranged for you online. Credit risk control method

The risk control of big data is mainly divided into three parts: credit big data mining, credit big data processing and big data risk control application.

credit big data mining:

data related to risk control in the massive big data of big data Internet.

e-commerce big data is subject to risk control. After all the information is summarized, the numerical value is input into the network behavior scoring model for credit rating; The big data of credit card websites is also very valuable for the risk control of Internet finance. The year of applying for a credit card, whether it is approved, the credit line and the card type; Credit card repayment amount and attention to preferential information can all be used as reference data for credit rating; Use social network relationship data and mutual trust between friends to aggregate popularity. Borrowers are divided into several credit grades, but they don't have to publish their credit history; Coupled with Taobao's hydropower and coal payment information, credit card repayment information, payment and transaction information, it has become a data all-around player; The credit big data accumulated by small loan websites include credit lines, default records and so on; The direction of payment, the amount of monthly payment and the brand of products purchased by third-party payment platforms can all be used as important reference data for credit rating; The big data of life service websites, such as water, electricity, gas, cable TV, telephone, network fee and property fee payment platform, objectively and truly reflect the basic information of individuals and are an important data type in credit rating.

credit big data processing:

preparation stage: business understanding, data understanding and data preparation;

data raw materials: personal basic information, bank account information, bank running water data, and internet big data related to risk control;

data factory: based on different risk control models, data mining is used for processing;

data products: credit rating, credit report, identity verification and fraud monitoring.

application of big data risk control:

access to fresh big data sources and automated decision scorecards, quantify risk control decisions, connect with large-scale e-commerce platforms, and obtain innovative financial products in vertical credit scenarios. At present, China's big data risk control platform has integrated comprehensive credit data, and has done a good job in big data risk control and scene docking. Countermeasures against credit risks

1. Revise and improve various credit management systems to ensure coordination, cooperation and restriction among various systems and ensure the implementation of various credit management systems. First of all, improve the credit file management from the system. Formulate and implement the Measures for the Implementation of Credit Archives Management as soon as possible, specify the collection, handover and inspection of credit archives, assign special personnel to be responsible for it, and regularly check and assess the implementation. For the problem of false financial information of enterprises, we can consider establishing "four-conformity audit" and "liability compensation system for inaccurate financial statement audit". Specifically, on the one hand, the bank itself checks the general ledger, subsidiary ledger, original vouchers and important physical objects of the borrowing enterprise to achieve "four conformity"; On the other hand, it can sign a contract with an accounting firm, entrust the firm to audit the financial statements of bank loan applicants, and issue an audit report as the basis for the bank to approve loans. At the same time, it is stipulated in the contract that if the loan losses are caused by its false report, the CPA himself and his firm are responsible for fully compensating the losses suffered by the bank.

Secondly, further improve the risk control systems such as authorization of credit, separation of loan examination and approval, grading examination and approval, collective examination and approval, and "three checks" of loans with loan risk management as the core. Including: when handling credit business, strictly follow the business process, post authority and the conditions for exercising authority, strengthen the mutual supervision and restriction between different posts and departments, implement risk control over the whole business process, and prevent all kinds of violations; Formulate the methods and implementation rules for pre-lending investigation, in-lending examination and post-lending examination, and stipulate the contents, investigation methods and verification means to avoid becoming a mere formality. At the same time, establish and improve the post responsibility system, implement the credit management responsibility to every department, every post and everyone, and conduct strict assessment to prevent the phenomenon of non-compliance.

2. Establish and improve specialized credit management institutions to prevent excessive concentration of credit power and implement democratic and scientific credit decision-making. First of all, we should truly implement the separation system of loan examination and approval, assign the examination and approval rights of loans to different functional departments as soon as possible, clarify the work scope, responsibilities and objectives of the loan examination department, and standardize the work system, examination and approval contents, examination and approval authority, examination and approval procedures and responsibilities of the loan examination department.

Secondly, for large loans and loans with difficult problems, a special loan management committee should be established to be responsible for the decision-making of loan approval. The Committee may be a non-permanent institution, but it shall be composed of administrative leaders and business experts, who are responsible for providing basic information of loan applicants, loan risk analysis reports and expert opinions, and making democratic decisions on loan approval.

thirdly, the loan risk assessment should be implemented in a functional department independent of the credit business department. Regular loan risk assessment is a specific work to monitor the loan risk. It is necessary to make an independent, scientific and objective quantitative assessment of the risk status of each loan in its life cycle. If a loan reaches a certain risk level, the relevant departments need to take effective measures to resolve and transfer the risk. Therefore, in order to ensure the objectivity, scientificity and timeliness of loan risk assessment, this work needs to be completed independently by another department independent of the credit business department. The purpose of setting up a special credit management institution is to prevent excessive concentration of credit power, and to use the relative independence of the institution to establish a "firewall" in the distribution of credit power. However, in order to ensure the liquidity of information and ensure that all departments can fully possess and * * * enjoy the collected credit information of borrowers, we should also establish a system of information flow in relevant departments to prevent the situation that the public information is privately occupied by one department.

third, establish a system for borrowers to enjoy credit information. The above two measures are aimed at solving the credit management problem of a single branch of a commercial bank. However, because the business field of a single branch is limited to a certain area, it is impossible to fully grasp the credit status of existing borrowers, especially future borrowers. Therefore, commercial banks should also establish a borrower's credit information system in their system, so that all their credit business departments can fully grasp the borrower's credit status, local economic operation, national economic operation, and macro or micro economic policies of the central government and local governments. The borrower's credit system can collect the information of borrowers who have no money to repay, are unable to repay their debts due, or have poor business operation and high loan risk. By exchanging the "blacklist of bad borrowers" in the system, its branches are prohibited from issuing new loans to bad borrowers, and effective measures are taken to recover the old loans in time. Principles and connotations of credit risk management

(1) Risk management should move forward as far as possible, and risk control should start with selecting customers. Banks should support profitable customers and avoid? Venture capital? The risk reward model of the two loans is completely different. Because of management? Problem customers? The price is very high, and banks should try to avoid it. The best way to prevent being cheated is not to deal with swindlers? .

(2) Pay attention to the source of the first repayment (that is, the borrower itself), instead of focusing on mortgage and guarantee (that is, what western commercial banks call? Bricks? Culture). I would rather provide unsecured loans to good enterprises than fully guaranteed loans to poor enterprises. Guarantee is only a guarantee, but it is definitely not the main source of repayment. Cash flow is the main basis for judging whether a loan can be made.

(3) The interest margin obtained from the loan is not a simple deposit-loan interest margin or profit, but only as compensation for the corresponding risks incurred by the bank in granting loans to relevant borrowers. Based on this understanding, when western banks issue loans, they must find quantitative data and models that can directly measure the risks they bear, including the borrower's default probability (PD), expected default risk (EAD) and default loss (LGD). Naturally, quantitative credit risk management has become a very important task for advanced western banks in the past 15 years, so that consulting service companies with quantitative credit risk management models and data as their core business have emerged. For example, by the end of 23, Moody's credit matrix measurement model (Credit? Metrics) has more than 2 customers in more than 5 countries and regions around the world. The global banking industry has a strong demand for quantitative credit risk management.

(4) There is an upper limit on the income of the loan and no lower limit on the loss of the principal. From the actual situation, the biggest benefit of the loan is to recover the principal and interest on schedule according to the interest rate stipulated in the loan contract signed with the borrower. However, if the borrower defaults, the losses involved will not be limited to the loan principal itself. Based on the above understanding, advanced western banks have gradually established and improved a set of capital allocation system and loan pricing model in the past 15 years. The core elements include: to ensure sustainable long-term development and be able to bear the risks of risky assets held by banks, banks must extract enough bad debt reserves from the annual income to offset the expected losses; It is necessary to maintain sufficient common equity capital at any time to cope with unexpected losses; Through reasonable credit pricing, it is ensured that the income earned from customers is enough to make up for the withdrawal of bad and doubtful debts, and the corresponding return on capital is guaranteed.

(5) loan concentration can't bring extra income like stock investment concentration, on the contrary, it will cause extra losses. Because the unexpected credit loss or loss fluctuation depends not only on the borrower's default probability and loss given default fluctuation, but also on the internal relationship of the bank's credit asset portfolio. For this reason, advanced western banks usually monitor and measure the internal relationship of credit portfolio losses from the following four levels, including risk rating, industry, geography and the risk of a single big borrower (group), and reduce and reduce the probability of credit portfolio losses at the same time through diversified management of credit assets, so as to control the negative impact of unexpected credit losses within a certain limit. Based on the above understanding, western banks will set up a special department to manage the credit portfolio after loan issuance, and constantly optimize their asset portfolios through different financial markets, so as to reduce portfolio risks and improve portfolio returns.