个人信用卡信用风险评价体系与模型的研究.pdfVIP

第 34卷第 4 期 同济 大学 学 报(自然 科学 版) Vo.l 34 No. 4 2006年 4 月 JOURNAL OF TONGJIUN IVERSITY(NATURAL SC IENCE) Apr. 2006 , , (大连理工大学 管理学院, 辽宁 大连 116024) : 分析了国内个人信用卡信用评价的现状和不足;探讨了建立个人信用指标体系的原则和方法; 建立了一套 包括个人还贷能力和还贷意愿共 2大类 15个指标的个人信用卡信用风险评价指标体系, 并设计了负债情况等 3项 具有双向影响作用的指标; 运用隶属度原理和层次分析法, 确定了各类指标的评分函数和权重; 建立了个人信用卡 信用风险评价模型. 确定了划分信用等级的两个阈值, 解决了以往信用分级缺乏依据的问题. : 信用卡; 个人信用风险; 信用指标体系; 信用评价模型; 阈值 : F 832. 4 9 : A : 0253- 3 4X( 2006) 04- 055 - 0 Re sea rch on Eva lua tion S ystem and M ode l for C red it R isk o f Ind iv idua lC red it Ca rd CHI Guotai, XU Wen, SUN Xiufeng ( School ofManagemen,t Dalian University ofTechnology, Dalian 116024, China) Ab s tra c t: This paper first analyzes the actuality and deficiency of Chinese individual credit evaluation. Then it bu ilds on the basis of an analysis of the principle of index system an individual credit evaluating index system, wh ich ism ade up of2 categories including 15 indexes. The wt o categories consist of deb t repaym ent ab ility and repaymentwil.l There are three wt o2way infection indexes such as debt information in the index system. The score function and theweight ofeach index are established by adopting the ana2 lytic hierarchy process and subjection theory. F inally th is paper setsup a credit evaluation model for indi2 vidual credit card and defines wt o thresholds for credit grades, thus standards in the credit grading are set up. Ke y wo rd s: credit card; individual credit risk; credit index system; credit evaluation model; threshold 个人信用