对消费信贷中个人信用评价方法的探索

【作者】 王绍辉；

【导师】 柯世才； 文兼武；

【作者基本信息】 首都经济贸易大学 ， 统计学， 2004， 硕士

【摘要】 信用问题是关系到我国市场经济健康、有序发展的重大问题之一，也是影响我国消费信贷发展的主要瓶颈。当各商业银行大力发展消费信贷以求增加利润时，如何规避个人信用风险、提高信贷效率，就成为各商业银行关注的焦点。这就需要一套准确、简洁、实用的个人信用评价方法来适应商业银行贷款业务的市场竞争。 本文运用理论与实践相结合的研究方法，在尽可能广泛收集国内外有关个人信用评价实践资料的基础上，通过具体分析，从中归纳出个人信用评价方法的一般实质，以此来建立个人信用评价的统计方法框架。在此基础上，结合个人信用评价的特点，构建起符合我国国情、具有应用价值的个人信用评价方法体系。 基于以上思路，本文以多指标综合评价为方法论基础，来安排篇章结构。除导言外，全文共分三章。第一章从统计学的角度对现有的各种个人信用评价方法作适当的分类，从中概括出各种方法的共性，以及个人信用评价需要解决的问题。第二章紧紧围绕着个人信用评价指标的设计、多个指标的合成、风险等级数的划分等内容，来构建个人信用评价方法的框架。第三章则根据前面构建的框架，以抽样调查的数据为资料，对个人信用评价方法进行演示。 从本文的整体架构可以看出，本文的写作并不停留在个人信用的分类、发展消费信贷的意义、评价的作用等表面层次，而是在多指标综合评价的方法论基础上，构建了个人信用评价的统计方法框架，并在研究方法和内容深度上有了一些探索性的思考和研究，为个人信用评价提供了操作性强的量化手段，具有一定的应用价值和实践意义。更多还原

【Abstract】 The credit question is to concern healthily, one of the important issue of development in order of market economy of our country. When commercial banks are developing consumptive credit loan for more profit, they have to focus on how to avoid personal credit risk and improve efficiency. A suit of personal credit rating method with precise and practicality is adapted for market competition of loan business of commercial banks.The paper employs research methods with theory linked with practice. In the basis of as much as possible practical information about personal credit rating, the substance of measures of personal credit rating is summarized by concretely analysis. Taking the characters of personal credit rating into account, the method system of personal credit rating that is valuable and suitable to Chinese condition can be established.In term of that conceptive, grasping the clue of practice to theory to application, every chapter can be arranged according to the methodology of multi-index comprehensive evaluation. Except for the introduction, there are three chapters in my paper. In the first chapter, all kinds of present methods of personal credit rating are classified from the statistical angle. Then general property of these methods and problems that should be resolved are concluded. The second chapter includes the design of index system of personal credit rating, the integration of many indexes, the classification of the number of risk grade. The content of the third chapter is that the system of personal credit rating will be demonstrated in basis of the framework and surveyed data.From the whole framework, the paper does not focus personal credit classification, the meaning of developing consumptive credit loan, the function of rating, but constructs the statistical method system of personal credit rating, and undertakes research and thought about the methodology and profundity. Thus an quantitative instrument can be present for personal credit rating, and this makes the paper valuable and meaningful.更多还原