P2P平台借款人信用风险研究

发布时间：2018-03-19 13:48

本文选题：P2P网贷平台　切入点：借款人信用风险评估　出处：《北京交通大学》2017年硕士论文　论文类型：学位论文

【摘要】：P2P网络借贷作为一种借助于互联网平台而打造的金融业务平台,因其能够满足小微企业及个人借款者的资金需求,同时又为投资者提供了较高利率的投资方式,受到人们的广泛关注。P2P运作模式的出现降低了小微企业及单个的借款人的申请压力,通过民间借贷的方式,实现了金融普及化的美好愿景。网贷平台的发展顺应了“互联网+”的思想潮流,然而,由于缺乏历史经验的积累,其发展过程中也遇到了很多的困难,比如:作为风险频发的金融行业中的一员,其发展的关键就在于对风险的管理控制。在本文的研究中,首先,结合国内主要商业银行对个人信用风险评估的方式与网贷平台自身所具有的的特点,结合现有文献研究中的体系指标,构建出一套适用于网贷平台的借款人信用风险管理指标体系。随后,使用二项Logistic回归分析的方法,以及网络爬虫技术,编写出合适的循环数据采集程序,选取网贷行业中的领军企业人人贷,作为研究的实证样本数据的来源。最后,经过实证研究后的结果表明,构建的评价指标体系及模型具有可行性,同时通过对指标体系及模型的应用,利用实证样本得出了选取的指标体系中的指标对借款人信用风险的影响有轻重之分的结论,结果表明借款人的学历、婚姻状况以及家中房产与车产的情况,均不是影响借款人是否存在信用风险的主要因素;而借款人的年龄、借款人的历史借款情况以及平台对其的评估等级则对其是否会违约的评定具有重要的影响。研究最后,通过重新选取测试样本,对模型的应用性进行了评估,得出了模型具有较优的预测性的结论。通过此次研究,对比了根据构建的信用风险评价指标体系的模型与人人贷本身的信用风险评估方式,得出模型更具有应用的优势性的结果。在此基础上,结合模型的应用,对人人贷风险管理方式的分析,为该平台更好的发展提出改善性的建议。
[Abstract]:P2P network lending as a platform with the help of the Internet and build a financial services platform, because it can meet the Small and micro businesses and individual borrowers demand for funds, while providing higher rates of investment for investors, people pay close attention to the.P2P mode of operation is reduced Small and micro businesses and individual borrowers the application of pressure, through the way of private lending, to achieve better vision of financial literacy. Net loan platform development conform to the "Internet plus" ideological trend, however, due to the lack of historical experience, the development process has encountered many difficulties, such as: as a member of the risk prone financial industry the key to its development lies in the control of risk management. In this paper, firstly, combination of domestic commercial banks for personal credit risk assessment and net loan platform The body has the characteristics, combined with the index system of the existing literature research, construct a set of applicable to the net loan platform borrower credit risk management index system. Then, regression analysis method using two Logistic, and the technology of web crawler, write cycle data acquisition program is appropriate, select the net loan industry in leader in peer-to-peer lending, as a source of empirical research sample data. Finally, after the empirical research results show that the evaluation index system and model construction is feasible, at the same time, through the application of the index system and model, the use of empirical samples that affect the index system in the selected indicators on the borrower's credit risk is divide the conclusion, results show that the borrower's qualifications, marital status and family property and car production, are not affect whether the borrower credit risk of the main To the age factors; and the borrower, the borrower's borrowing history and the platform of evaluation grade of assessment of whether it will default has important influence. Finally, by re selecting test sample, the application of the model was evaluated, the model has a better prediction results. Through this study, compared with peer-to-peer lending according to the model of credit risk evaluation index system of credit risk assessment itself, the model has more application advantages of the results. On this basis, combined with the model of the application, analysis of peer-to-peer lending risk management mode, put forward the improvement suggestions for the development of a better platform.

【学位授予单位】：北京交通大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4;F724.6

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