Model of the business intelligence system for credit risk analysis

The subject of the research of this paper is modeling of the business intelligence system in area of credit risk analysis on the basis of data contained in the credit bureau. The information contained in a credit bureau give a specific view of the banking sector, based on volume of credit activity, current indebtedness of citizens and companies in banks and in other credit institutions and can be a good input in providing signals for monetary and fiscal policy creators. For the regulators, such as central banks, it is extremely important to control the credit risk exposure and monitor any possible deterioration in order to take adequate measures to prevent adverse situations. Therefore, during the research the basic decision making models for credit risk analysis from this perspective were identified and, in accordance with that, an appropriate data mart and OLAP models were developed. The developed system was tested on data from the case study company, The Central Bank of Montenegro, which is owner of credit registry in Montenegro. The results were very good and significant improvement of the performance of business processes was identified.