Study On Combining Forecast Methods For Personal Credit Evaluation In Commercial Banks

With China's 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 development history of personal credit scoring history and the application status of personal credit scoring models, this dissertation points out the status of personal credit scoring in China, such as the system chaos and inefficiency as well as non-compatibility of accuracy and stability in personal credit index system. Concerning on current chaos personal credit index, a personal credit index of commercial banks has been established which references existed index systems in and abroad and applies money effect curve to analyze crucial factors effecting personal consuming loan default behavior. Focusing on non-systemic problems, we combine real date in current commercial banks, establish evaluation index, bring forward and applying methods corresponding to data processing such as index evaluation, initialization, data absence and identification of default standards. Choosing sensible methods in current common-used sampling methods, identifying sample capacity and then grouping samples we ensure the credibility of data samples and establish systemic evaluation methods as well. As for the non-capability of accuracy and stability, we employ the combination theory and make a comprehensive consideration on non-negative weights, optimized solution of objective functions,...