摘要
随着经济的不断发展,债券市场规模也在持续扩大,但不断发生的债券违约事件严重地影响了债券市场的健康发展。受发行人付费模式影响,投资机构普遍参考的公开市场评级存在评级虚高、可信度下降、区分度较小、优质标的无法显现与风险收益无法锁定等问题。因此,商业银行函须基于自身风险偏好建立独立自主的债券信用内部评级体系,以系统地识别风险并精准地选择优质标的。在“互联网十”时代,因具备高速算力及可靠的数据存储管理功能,计算机备受金融系统青睐。文章针对某银行投资业务的现状,应用计算机语言开发了一套内部信用评级系统,以完善其债券信用评级体系。
With the continuous development of the economy,the scale of the bond market is also expanding,and the continuous occurrence of bond default events has seriously affected the healthy development of the bond market.Influenced by the payment mode of issuers,the open market ratings generally referred to by investment institutions have some problems,such as false high ratings,declining credibility,less discrimination,inability to show high-quality targets and inability to lock in risk returns.Therefore,commercial banks urgently need to establish an independent internal rating system of bond credit based on their own risk preferences in order to systematically identify risks and accurately select high-quality targets.In the era of“Internet+”,computers are favored by financial industry because of their high-speed computing power and reliable data storage and management functions.In view of the present situation of a bank's investment business,this paper develops an internal credit rating system by using computer language to improve its bond credit rating system.
作者
张金波
ZHANG Jinbo(Shanghai RDR Innovation&Entrepreneurship Training College,Shanghai 200001,China)
出处
《计算机应用文摘》
2023年第19期35-38,共4页
Chinese Journal of Computer Application
作者简介
张金波(1992-),本科,高级开发工程师,研究方向:系统开发。
