商业银行个人信用评级模型的研究

发布时间：2018-05-20 20:12

本文选题：商业银行 + 风险管理　；参考：《江西财经大学》2016年硕士论文

【摘要】：本文通过调研确定了研究题目并说明了其意义,分析了国内外商业银行的发展形态以及在发展过程中遇到的问题,并且探索研究了商业银行发展的新模式,以及如何发展新模式使得能够在未来潮流中占据竞争优势。同时针对商业银行所面临的竞争缺陷采取相应的措施,运用决策树实现客户个人信息等级评价分类,以便于银行选择更好的借贷对象,从而降低银行信贷风险。首先,分析了我国商业银行的发展历程及其在发展过程中遇到的问题。商业银行具有稳定的市场份额和庞大的总体规模使得其在市场竞争中一直处于不败之地,同时这也导致了我国商业银行单一的产权性质和较高的国有化程度;其次对我国商业银行的发展现状及其面临的问题进行了详细描述,并对商业银行业实现了业务流程的信息化改造;紧接着描述了个人信用评级在商业银行中的应用,并且分析了商业银行中个人信贷业务的缺陷以及个人信用评级的意义;然后描述了商业银行如何通过信息流管理能力保证商业银行的核心竞争能力,并通过对银行业务信息的分析和挖掘,实时持续处理海量数据,全面提高银行运营管理水平;最后构建了个人信用评级模型,利用决策树算法进行分类,对客户的信用等级进行归类,以便于银行能够更好地选择借贷对象,降低信贷业务所带来的风险,并对实验结果进行了分析,保证了模型的准确性。
[Abstract]:This paper determines the research topic and its significance through investigation and research, analyzes the development patterns of commercial banks at home and abroad and the problems encountered in the process of development, and probes into the new development model of commercial banks. And how to develop a new model to be able to occupy a competitive edge in the future trend. At the same time, in view of the competition defects faced by commercial banks, the corresponding measures are taken, and the decision tree is used to realize the classification of customer personal information rating, so as to facilitate the banks to select a better lending object and reduce the bank credit risk. First of all, it analyzes the development of commercial banks in China and the problems encountered in the development process. Commercial banks have a stable market share and a large total scale, which makes them always in an invincible position in the market competition. At the same time, it also leads to a single property right nature and high degree of nationalization of commercial banks in China. Secondly, it describes the current situation of the development of commercial banks in China and the problems they face in detail, and realizes the informatization transformation of the business process of the commercial banks. Then, it describes the application of personal credit rating in commercial banks. It also analyzes the defects of personal credit business in commercial banks and the significance of personal credit rating, and then describes how commercial banks guarantee the core competitiveness of commercial banks through the ability of information flow management. And through the analysis and mining of bank business information, real-time continuous processing of massive data, improve the level of bank operation and management; finally, build a personal credit rating model, using decision tree algorithm to classify, The credit rating of the customer is classified so that the bank can select the loan object better and reduce the risk brought by the credit business. The experimental results are analyzed to ensure the accuracy of the model.
【学位授予单位】：江西财经大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F832.33;TP311.13

【参考文献】