Bank credit rating classifies banks into different levels based on publicly disclosed and internal information, serving as an important input in financial risk management. However, domain experts have a vague idea of exploring and comparing different bank credit rating schemes. A loose connection between subjective and quantitative analysis and difficulties in determining appropriate indicator weights obscure understanding of bank credit ratings. Furthermore, existing models fail to consider bank types by just applying a unified indicator weight set to all banks. We propose RatingVis to assist experts in exploring and comparing different bank credit rating schemes. It supports interactively inferring indicator weights for banks by involving domain knowledge and considers bank types in the analysis loop. We conduct a case study with real-world bank data to verify the efficacy of RatingVis. Expert feedback suggests that our approach helps them better understand different rating schemes.
翻译:银行信用评级根据公开披露的信息和内部信息,将银行分为不同级别,作为金融风险管理的重要投入;然而,域专家对于探讨和比较不同的银行信用评级办法的想法模糊不清;主观和定量分析之间缺乏联系,在确定适当的指标权重方面存在困难,使对银行信用评级的理解模糊不清;此外,现有模式仅仅对所有银行适用统一指标权重,就未能考虑银行类型;我们建议评级维斯协助专家探索和比较不同的银行信用评级办法;支持通过将域知识纳入分析循环,对银行的指数权重进行交互推算;我们用实体银行数据进行案例研究,以核实评级的功效;专家反馈表明,我们的方法有助于他们更好地了解不同的评级办法。