P2P网贷借款人违约行为影响因素的实证研究

发布时间：2018-05-29 05:35

本文选题：PP网络借贷 + 信息不对称　；参考：《金融发展研究》2017年01期

【摘要】：准确评估借款人信用风险是提高P2P网贷平台风控能力、降低网贷行业问题平台数量的重要措施。本文基于"人人贷"平台交易数据,综合考察借款人"硬信息"和"软信息"与其违约行为之间的关系。二元Logit回归模型的实证结果表明:在借款人"硬信息"指标中,借款人年龄、借款金额、借款利率、逾期次数对违约行为有显著正向影响,学历、信用等级对违约行为有显著负向影响,而是否拥有房产、是否已购车、工作时间对违约行为没有显著影响;借款人"软信息"指标即描述性文本中的"拼写错误"对违约行为有显著正向影响。研究结果表明借款人"软信息"虽然不可直接证实,但同样具有价值,网贷平台应该多维度地量化借款人的信用评价。
[Abstract]:The accurate evaluation of borrower's credit risk is an important measure to improve the wind control ability of the P2P net loan platform and reduce the number of problems in the net loan industry. Based on the transaction data of the "everyone loan" platform, this paper investigates the relationship between the borrower's "hard information" and "soft information" and the default behavior. The empirical results of the two yuan Logit regression model show that the loan is in the loan. Among the "hard information" indicators, the borrower's age, the amount of the loan, the interest rate and the number of overdue dates have a significant positive impact on the breach of contract, the degree of education and the credit rating have a significant negative impact on the breach of contract, and whether the ownership of the property, whether it has been bought, and the working time have no significant influence on the breach of contract; the borrower's "soft information" index is a descriptive text. The "spelling error" has a significant positive impact on the breach of contract. The research results show that the borrower's "soft information" can not be confirmed directly, but it is of the same value. The net loan platform should quantify the borrower's credit evaluation in many dimensions.
【作者单位】：南京师范大学商学院;
【基金】：国家社会科学基金项目青年项目“长江经济带金融结构优化研究”(15CJY078) 国家自然科学基金项目面上项目“媒体披露、管理层策略选择与市场反应”(71472091)
【分类号】：F724.6;F832.4

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