Method for generating credit risk index on basis of individual credit report

Abstract

The invention relates to the field of credit risk management, in particular to a method for generating a credit risk index on the basis of an individual credit report. According to the method, an overdue payment record of a single credit product is divided into different grades and is then converted into a Markov chain mathematical model; a conversion state matrix of the Markov chain mathematical model is calculated; the mathematical expectation of the overdue grade indexes of the term end single credit product is obtained through the backtrace operation of the conversion state matrix; and the integral risk index of a borrower is obtained according to the asset ratio of the borrower. The method for generating the credit risk index on the basis of the individual credit report overcomes the existing methods of only considering the credit default; the repayment information in the credit record is utilized to the maximum degree; and the integral index showing the credit risk is built. The index can be used as the measure for the individual credit risk, and can also be widely applied as an important input variable in customer market segmentation or credit risk modeling.

Description

technical field [0001] The invention relates to the field of credit risk management, in particular to a method for generating a risk index. Background technique [0002] The construction of the credit system is an important part of building a socialist market economy with Chinese characteristics. At present, my country has initially established a credit record system in line with national conditions. However, when financial institutions evaluate personal credit records, they cannot effectively use the various data in the credit report, and rely more on the personal experience of loan officers to make judgments. This is not only inefficient, but also due to uncontrollable factors There are many, and there are high requirements for the management of financial institutions. These situations not only restrict the development of financial institutions, but also cause a certain waste of a large amount of data in credit reports. [0003] Although there are currently some prelimin...

AI Technical Summary

Problems solved by technology

However, when financial institutions evaluate personal credit records, they cannot effectively use the various data in the credit report, and rely more on the personal experience of loan officers to make judgments. This is not only inefficient, but also due to uncontrollable factors Many, with high requirements for the management of financial institutions

These situations not only restrict the development of financial institutions, but also cause a certain waste of a large amount of data in credit reports

[0003] Although some preliminary information systems are currently applied in credit risk assessment, in these systems, the customer's willingness to repay after a credit default and the weight of the customer's multiple credit products are often ignored

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