Research On Optimization Of Credit Scoring System In Commercial Bank

With the development of economic and technology,credit consumption is growing all over the world.Credit individuals,credit economy and credit society gradually formed and have a huge impact on the economic system.The consumer credit situation has continued to heat up the situation.For commercial banks,personal credit is an important part of the future development strategy.Personal credit risk has decentralized universal,non-systematic and other characteristics which have become the most difficult risk for commercial banks.The personal credit scoring system can comprehensively investigate the subjective and objective factors.The personal credit system explores the effective information from the historical credit samples and makes a predictive judgment on the personal credit risk.It is one of the indispensable tools to guide the personal credit risk management of commercial banks.This paper will take the personal credit scoring system as the research object.The effect is expressed in promoting the effective allocation of credit resources.Furthermore,the paper puts forward the optimization goal of personal credit scoring system and optimizes the personal credit system.This paper summarizes the relevant research at home and abroad from the perspective of personal credit scoring system.On this basis,the definition of personal credit scoring system is defined.This paper abstracts the optimization goal of personal credit scoring system as the important theoretical basis of this paper.Based on the optimization goal of personal credit scoring system,this paper makes a comprehensive analysis of the personal credit scoring system,and puts forward the key problems of personal credit scoring system optimization,including the lack of macroscopic indicator and indicator redundancy problem,refusal of inference and sample capacity,the selection of credit scoring model,default loss and credit rating issues.In response to these key problems,the paper comprehensively optimizes the personal credit scoring system.First,according to the lack of macroscopic indicators and indicators redundancy in the indicator system of personal credit scoring,this paper aims to form an effective credit rating index system.Based on the influencing factors of personal credit,this paper focuses on the macroscopic impact of personal credit and the effect of macroeconomic factors on personal credit which is verified by structural equation model.Later effective macroeconomic indicators are extracted.The PSO-CFS algorithm is designed to reduce indicator redundancy of personal credit index system.It is proved that after the reduction the indicator system has improved the accuracy of the personal credit score model,which is also beneficial to commercial banks to carry out credit investigation and management.Besides,according to the two key problems of the refusal of inference and sample capacity in the personal credit score database,the paper treats constructing a representative personal credit score sample library as the goal and proposes a case-based reasoning method to introduce rejected samples to solve the problem of refusal.In view of the irrationality of case retrieval and case reuse hypothesis in case-based reasoning,the paper has optimized the case-based reasoning method to design an optimized case-based reasoning model to improve the ability of case-based reasoning to reject the inference problem.The paper uses Monte Carlo simulation method to generate effective credit samples,increases the number of valid samples in the sample library,and builds a better representative personal credit score sample library on behalf of the total samples.Additionally,according to the selection and optimization of the personal credit score model,this paper aims to establish an accurate personal credit scoring model.It studies a variety of existing single models.Then the paper clarifies the advantages and limitations of the existing single credit score model.Based on this,the base classifier pool is proposed.By establishing a variety of different measurement methods,a classifier selection criterion with accuracy,difference and misjudgment rate is established.Considering the complementarity and difference between the base classifiers,the paper designed a base classifier which optimizes the global search algorithm based on the precision,the difference degree and the misjudgment loss rate as the selection criteria respectively.Through the comparison,the paper chooses the behavior knowledge space method as the fusion method of the base classifier,and finally,achieves the output of the optimal combination model according to the credit risk management needs of commercial banks.Finally,according to the two key problems of neglecting default loss and lack of credit rating in the application of personal credit scoring system,this paper defines the default loss rate in personal credit score and clarifies the calculation method of default loss rate.Based on the "the higher credit rating and the less loss rate of default",this paper constructs the credit rating model based on default loss rate,makes a demonstration of the sample in China's commercial bank personal credit sample bank,and establishes a 9-level personal credit rating model The paper summarizes the characteristics of loan borrowers at all levels,and briefly expounds the main credit risk management strategies that commercial banks should take for different levels of customers,and completes the effective subdivision of credit rating for loan applicants.Finally,the research strengthens the application of the system in the credit risk management of commercial banksThe theoretical significance of this study is to combine the personal credit scoring system and the game theory to clarify the important role of the personal credit scoring system.Based on the game,the paper puts forward the optimization goal of the personal credit scoring system,analyzes the macroeconomic factor s.The paper solves the problem of the refusal of inference in personal credit score,constructs more applicable personal credit score model,and more effective personal credit classification model.The paper perfects the theory of personal credit scoring system from theory and method.The practical significance of the study is to optimize the personal credit scoring system from the perspective of optimizing the allocation of credit resources and the credit decision of commercial banks.It can better serve the credit risk management of commercial banks and avoid the loss of default risk of commercial banks.The study greatly improves the ability of commercial banks to effectively identify and control credit risk.The study promotes the healthy development of financial markets,but also for credit era under the government and institutions to carry out credit risk management to provide a reference.