Credit risk assessment method

Abstract

The invention discloses a credit risk assessment method. The method comprises the following assessment steps: collecting personal original credit data, preprocessing the original credit data, extracting the data by items, establishing an assessment model, importing dangerous data to realize manual assessment, classifying emphasis and carrying out secondary establishment of the model and obtainingan assessment result through comprehensive information. According to the credit risk assessment method, a modeling risk assessment mode that two subitems are independent is adopted; abnormal unstabledata in the original data can be labeled; meanwhile, the marked abnormal unstable data can be subjected to secondary comprehensive risk assessment processing; a comprehensive and perfect risk assessment effect is realized; and meanwhile, an impact mode of manually importing dangerous data is adopted, so that a risk impact effect can be achieved on the original data model, the anti-risk performanceof the original data is checked, the phenomenon of collapse and fester of the original data model when the original data model is subjected to risk impact is prevented, and the anti-interference performance of credit risk assessment is enhanced.

Description

technical field [0001] The invention relates to the technical field of credit risk assessment, in particular to a credit risk assessment method. Background technique [0002] Credit risk, also known as counterparty risk or performance risk, refers to the risk that the counterparty fails to perform due debts. Due to different settlement methods, the credit risks involved in on-exchange derivative transactions and off-exchange derivative transactions are also different. With the Internet The rapid popularization of cloud computing, big data, artificial intelligence and other technologies has brought new opportunities for financial innovation and development, and broadened the boundaries of data. With the gradual diversification of scenarios, the impact of non-financial data on the financial industry It is getting bigger and bigger, but the variables formed by different data have different ability to predict the cycle when we finally evaluate the risk or evaluate the individual...

AI Technical Summary

Problems solved by technology

[0002] Credit risk, also known as counterparty risk or performance risk, refers to the risk that the counterparty fails to perform due debts. Due to different settlement methods, the credit risks involved in on-exchange derivative transactions and off-exchange derivative transactions are also different. With the Internet The rapid popularization of cloud computing, big data, artificial intelligence and other technologies has brought new opportunities for financial innovation and development, and broadened the boundaries of data. With the gradual diversification of scenarios, the impact of non-financial data on the financial industry It is getting bigger and bigger, but the variables formed by different data have different ability to predict the cycle when we finally evaluate the risk or evaluate the individual, especially in the bank's loan aspect, it is necessary to carry out the credit evaluation of the evaluated person. The process of risk assessment is to ensure the safety and stability of bank loans. However, the traditional artificial risk assessment method has low efficiency and poor quality in actual operation, and cannot conduct a comprehensive and accurate assessment of the credit risk of the assessee. bank assessment needs

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