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The Applied Study On Data Mining Based Credit Risk Management Of Commercial Bank

Posted on:2006-07-03Degree:MasterType:Thesis
Country:ChinaCandidate:L LiFull Text:PDF
GTID:2166360152497582Subject:Business Administration
Abstract/Summary:PDF Full Text Request
The study on the credit risk management of commercial bank is major studying topic in financial area. The paper takes the applied study on data mining based credit risk management as studying objective, applies the method combining with theoretic study and practical study. The theoretic study forms the basic viewpoints and models of financial risk management, commercial bank credit risk and data mining mainly by acquiring the newly applying studying results about financial risk management, commercial bank credit risk and data mining, packing up and mining the relative literatures. The practical study takes the quantitative study and comparative study according to the credit card system of Shanxi branch of one national bank. In accordance with credit data, the thesis adopts comparative study through training samples and predictive samples, normal clients and default clients, four predictive models. First of all, for theoretic study, the paper acquires the viewpoints as follow: 1) Financial risk is the most concentrative, potential destructive risk in social life; it can not be eliminated, but can be controlled and must be controlled. 2) Credit risk is the most important risk in commercial bank; in west countries, modern mature models are successfully applied in credit risk management; but in our country, it is only startup phase for credit risk management. 3) Data mining technology has broad applying aspects, it can play an important role in...
Keywords/Search Tags:Financial risk, Credit risk management, Data mining, Decision tree, Back propagation neural network
PDF Full Text Request
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