黑龙江省农业银行个人信用评估模型的应用研究-工商管理专业论文.docxVIP

Classified Index: F832.479 U.D.C.: 336.717.5 A Dissertation for the Degree of MBA AN APPLIED STUDY OF PERSONAL CREDIT SCORING MODEL FOR HEILONGJIANG AGRICULTURAL BANK Candidate： Sun Cai Supervisor： Prof. Jiang Minghui Academic Degree Applied for： MBA Affiliation： School of Management Date of Defense： March, 2009 Degree-Offering-Institution： Harbin Institute of Technology 摘 要 随着中国经济的快速发展，信用消费增长迅速，住房按揭、汽车贷款、教 育贷款、信用卡等各种个人消费贷款的规模在迅速扩大。在消费信贷热不断升 温的形势下，各商业银行均把发展消费贷款作为未来发展战略的重要组成部分。 但是目前黑龙江省农业银行对消费贷款的风险管理水平较低，管理手段与方法 均较落后，在消费信贷的发放过程中，仍然采用传统的信用分析方法来评价消 费信贷申请者的信用状况及还款能力，在个人信用评估方法上仍然没有形成稳 健可靠的模型。因此对适用于黑龙江省农业银行的个人信用评分方法进行研究 具有重要的理论意义和现实意义。 本文在分析国内外个人信用评估发展历史及其方法应用现状的基础上，结 合目前黑龙江省农业银行银行业务系统中所获取的实际数据情况，确定评估中 所使用的指标，并就指标赋值、标准化、数据缺失、违约标准确定等数据处理 过程提出了相应方法并加以应用，在目前常用的抽样方法中选择合理的方法加 以应用，确定样本容量并进行分组，从而保证数据样本的可靠性。建立了个人 信用评分的统计模型和神经网络模型，其中基于传统统计理论的模型包括：多 元线性回归、Logistic 回归和 Probit 回归；人工智能方法中的神经网络模型则 包括 BP 网络、RBF 网络、Elman 网络和 LVQ 网络四种。结合所建立的个人信 用评估指标体系和所选取的样本，7 种个人信用评估模型应用，从分类效果以 及稳健性两方面对应用结果进行比较。 关键词：个人信用；统计模型；神经网络 Abstract With Chinas rapid economy development and rapid growth of consumer credit, mortgage and car loans, education loans, credit cards and other consumer loans are increasing rapidly. In condition of continuously heated consumer credit, commercial banks take consumer loans as an important component of their future development strategy. However currently domestic commercial banks level of risk management on consumer loans is low and their management methods were backward. In consumer credit payment process, they still use traditional methods of credit analysis to evaluate the consumer credit applicants credit standing and their ability to repay. There has been no reliable model in personal credit scoring methods. Although in current academic community, kinds of credit scoring model are presented including mathematical statistics, artificial intelligence, these are impossible to achieve optimum state of both accuracy and stability. Based on the analysis about the developmen