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Research On Credit Risk Management Of Banking Based On Data Mining

Posted on:2006-05-07Degree:MasterType:Thesis
Country:ChinaCandidate:L Y LiuFull Text:PDF
GTID:2156360152996561Subject:Management Science and Engineering
Abstract/Summary:PDF Full Text Request
The article first discusses the related concepts and basic method of data mining. The task of data mining is to find mode from database. The mode can be many , we can dispart two according to function: predictive mode and descriptive mode. In practice, we can dispart hereinafter class: classification, clustering, regression, sequence, etc. The data type dealt by data mining are abundant, including text data, connection database, Web, etc. The application of data mining is broad, such as in finance, retail, physical culture, telecom, weather, telectron business, etc.Then , facing to the field of the banking credit task, the article expatiates the main method of the credit risk measurement in commercial banking. The main method of the credit risk measurement includes conventional method and modern method basing on VAR .Afterward, the article discuss the field applied to commercial banking. The article mostly disparts three fields facing to data mining's applying of banking: CRM, the forecast and control of risk, evaluating and decision-making of credit. In sequence, the article put emphasis on data mining's applying on credit risk management in banking.In more detail, the article adduces credit card analysis and credit management system .In credit card analysis, use K means algorithm,one of the method in clustering algorithm, to find the minimal partition of DSS. In credit management system, use Logistic regression to make complicated problem easier. And choose factors which effects client's credit level to appraise client's credit position. At last , combining with banking's especial position, the article bring forward some advice about data mining's applying on the field of credit risk.Basing on the describe of predominance of data mining and the cognition of credit appraising in the department of banking credit, the article analyses data mining's application predominance on credit risk management of banking. The article can be use for reference to the application field of data mining and the evaluation to the credit risk of banking.
Keywords/Search Tags:data mining, credit risk, decision-making tree, clustering algorithm
PDF Full Text Request
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