The invention supplies to an optimal credit rating division method based on maximizing credit similarity, which belongs to the field of credit services technology. The invention provides a credit rating method, which meets the essential attribute of credit that the higher credit rating comes with the lower corresponding LGD, and ensures that customers with big credit status difference are divided into the different level and customers with similar credit status are divided into the same level. This invention constructs a nonlinear programming model to divide the credit rating based on maximizing credit similarity, whose objective function aims at minimizes the deviation of credit scores within the group, and maximum the deviation of credit scores between groups, with the constraint that the LGD is strictly increasing with credit rating from high to low.
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