导　　师： 李荣钧

学科专业： 020209

授予学位： 硕士

作　　者： ;

机构地区： 华南理工大学

摘　　要： 随着我国商业银行个人消费信贷业务的快速发展,个人消费信贷违约事件时有发生,因此商业银行个人消费信贷风险评估技术与管理能力亟待提高。在此情况下,对个人消费信贷风险理论及个人消费信用评估进行全面、系统地研究,具有重要的理论价值和现实意义。本文就是在综合比较国内外比较先进的个人信用评分方法的基础上,探索适合我国国情的个人信用评估指标模型。 本文从消费信贷的含义出发,对消费信贷风险进行了分析,并据此说明建立消费信贷个人信用评分模型的重要性。论文主要的研究内容是在综合比较国内外比较先进的个人信用评分方法的基础上,结合我国国情初步确定个人信用评估指标体系,并结合广州某商业银行的消费信贷数据,利用BP神经网络分析的方法构建了个人信用评分模型,进而利用检验数据对模型进行检验,结果表明模型对违约客户消费信贷情况的判断是比较准确的。其中指标体系的确立不但具有较大的理论依据又符合实际情况,而且对我国商业银行具有较大的借鉴意义。另外,构建模型的过程中采用了实际的消费信贷数据,符合商业银行对个人信用风险控制的实际要求,为今后我国商业银行进行个人信用评估提供了具有实际价值的研究成果。 本文分析了目前国内外使用的各种个人信用评估方法的优缺点后,引入了神经网络方法这种目前最先进的方法对银行的个人客户进行个人信用评估建模。拟解决的关键问题即综合比较国内外比较先进的个人信用评分方法,构建适合我国国情的个人信用评估指标体系;运用BP神经网络方法结合我国广州地区商业银行的消费信贷数据探索并构建了适合我国商业银行的个人消费信贷评价模型。主要研究结论即构建了基于我国现状的个人信用评价指标体系并在此基础上得到了个人消费信贷风险评价模型。 With the rapid growth of the consumer credit fairs in commercial bank of our country, individual consumer credit violation event common occurs,individual consumer credit risk evolution technique and management capacity of commercial banks urgently to enhance. In this case, the comprehensive, systemic research on individual consumer credit theory, consumer credit risk theory, and individual credit evolution is of important theoretical value and practical significance. Embarking from the meaning of consumer credit,the article summaries the risk of consumer credit and explains the importance to establish credit scoring model of consumer credit. The main research of this article is basing on determining individual credit appraisal target suited to our country’s actual situation, then designs the target system of individual credit scoring with consumer credit data of a commercial bank in Guangzhou and BP’s neural network method,establishes individual credit scoring model including testing. At last,the article discusses the application of the individual credit scoring model in consumer credit domain,and points out the possible problem and concrete solution at the practical application of individual credit scoring model. The research content in the article provides a rationale and the same time a Practice. With comparing the target system of Individual credit scoring establishes individual credit scoring target system basically,and then taking the consumer credit of a commercial bank in Guangzhou as an example,establish the individual credit scoring target system with BP’s neural network method, it is of important reference value to commercial bank of our country. Moreover, Practical consumer credit data is adopted in the process of the model establishing, it conforms to the practical requirement of commercial bank to the control of individual credit risk, and provides the research achievement of practical value for the commercial bank of our country to elaborate individual credit from now on.

关 键 词： 消费信贷 风险评估 个人信用评分 神经网络法

分 类 号： [F832.4 F224]

领　　域： [经济管理] [经济管理]