中国P2P网络借贷信用风险的测量

发布时间：2018-04-12 07:11

本文选题：PP + 信用风险　；参考：《统计与信息论坛》2017年05期

【摘要】：分析中国P2P网络借贷信用风险的生成机理,借鉴商业银行典型个人信用风险测量理论基础与方法,构建基于涵盖借款人软信息的P2P网络借贷信用风险评级指标体系。通过向在银行从事信贷工作的专业人员发放调查问卷,确定具体指标,使用AHP(层次分析法)与DEMATEL(决策实验室法)相结合的方法综合确定指标体系权重,最后评级结果以百分制数值给出,并换算成具体的信用等级,有效解决了平台对借款人信用等级测量问题。
[Abstract]:This paper analyzes the forming mechanism of Chinese P2P network lending credit risk, draws lessons from the typical personal credit risk measurement theory and method of commercial banks, and constructs a P2P network credit risk rating index system based on the soft information of the borrower.By issuing questionnaires to the professionals engaged in credit work in banks, the specific indicators are determined, and the weights of the index system are determined synthetically by the method of combining AHP (Analytic hierarchy process) with DEMATELL (decision laboratory method).Finally, the final rating results are given by the percentage value and converted into specific credit grade, which effectively solves the problem of measuring the credit rating of the borrower on the platform.
【作者单位】：西安交通大学经济与金融学院;
【基金】：国家社会科学基金重点项目《互联网金融风险监管研究:理论、制度与方法》(14AZD033);国家社会科学基金项目《互联网金融信用风险的动态识别、评价与防范研究》(14BJY194)
【分类号】：F832.4;F724.6

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