基于决策树法的我国商业银行信用风险评估模型研究

    A Model Based on Decision Tree for Credit Risk Assessment in Commercial Banks

    • 摘要: 结合我国商业银行的实际,基于数据挖掘中决策树C4.5算法的分析框架建立了商业银行的信用风险评估模型,通过此模型可以根据贷款企业的财务指标,得出企业是否违约的分类。此分类将对商业银行信用风险控制工作具有很好的指导意义。还通过案例进行了实际的风险评估分析。

       

      Abstract: Based on the reality of commercial banks in China at present,a credit risk assessment model is built based on the analysis frame of decision tree C4.5 algorithm.Conclusions of classification can be drawn as to whether or not enterprises break a contract according to the financial data of loan enterprises through this model.This classification will be of great significance to commercial banks'management of controlling credit risks,and examples are provided to illustrate the theory of this mechanism.

       

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