商业银行个人信贷信用评分模型的构建与应用
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财经研究 2007 年 第 33 卷第 02 期, 页码：27 - 37
摘要
参考文献
摘要
面对全球经济、金融一体化的现实背景以及随之而来的白热化竞争态势,个人信贷业务将是我国银行业目前及未来发展的关键领域。为此,文章首先从借款人、贷款方案、贷款投向和风险缓释四个要素出发,构建了一套产品水平的信用评分模型的整体分析框架,并将该框架具体应用于个人住房贷款产品;在此基础上,考虑到我国银行业的发展现状与评分模型的可实施性,设计了一个根据专家判断法的评分结果和定量模型法的评分结果进行相互校验的混合型个人住房贷款信用评分模型,并基于所收集的某股份制商业银行的样本贷款数据进行了部分验证工作,同时指出下一步的研究方向。
关键词
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[3]Thomas L C,Edelman D B,Jonalhan N Crook.Credit scoring and its application[Z].SI-AM monographs on mathematical modeling and computation,Philadelphia,2002.
[4]Tian Shyug Lee,Chih-Chou Chiu,Chi-jie Lu,Fei Chen.Credit scoring using hybridneural discriminant technique[J].Expert System with Application,2002,23:245~254.
[5]Zhu Beling,Overstreet.A study in the combination of two consumer credit scores[J].Journal of Operations Research Society,1999,52:974~980.
[6]石庆焱,靳云汇.多种个人信用评分模型在中国应用的比较研究[J].统计研究,2004(6):43~47。
[2]David West.Neural network credit scoring models[J].Computers&Operations Re-search,2000,27:1131~1152.
[3]Thomas L C,Edelman D B,Jonalhan N Crook.Credit scoring and its application[Z].SI-AM monographs on mathematical modeling and computation,Philadelphia,2002.
[4]Tian Shyug Lee,Chih-Chou Chiu,Chi-jie Lu,Fei Chen.Credit scoring using hybridneural discriminant technique[J].Expert System with Application,2002,23:245~254.
[5]Zhu Beling,Overstreet.A study in the combination of two consumer credit scores[J].Journal of Operations Research Society,1999,52:974~980.
[6]石庆焱,靳云汇.多种个人信用评分模型在中国应用的比较研究[J].统计研究,2004(6):43~47。
引用本文
刘莉亚. 商业银行个人信贷信用评分模型的构建与应用[J]. 财经研究, 2007, 33(2): 27–37.
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