本文關(guān)鍵詞： P2P網(wǎng)貸 信用風(fēng)險(xiǎn)管理 大數(shù)據(jù) 邏輯回歸 隨機(jī)森林　出處：《東華大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

【摘要】：P2P網(wǎng)貸起源于英國,為借貸雙方提供撮合平臺,實(shí)現(xiàn)雙方的借貸需求。近年來,在國家普惠金融規(guī)劃的推動(dòng)下,P2P發(fā)揮其普惠金融的關(guān)鍵作用,為小微企業(yè)和社會各階層群體提供了更為便捷的融資和借貸渠道,極大地促進(jìn)了實(shí)體經(jīng)濟(jì)的發(fā)展,為我國普惠金融事業(yè)做出了突出貢獻(xiàn)。然而,由于公民信用體系尚未規(guī)范,惡意詐騙、倒閉跑路現(xiàn)象時(shí)有發(fā)生,整個(gè)行業(yè)積聚了巨大風(fēng)險(xiǎn)。針對以上問題,怎樣更好的管理和防控借貸客戶風(fēng)險(xiǎn),已經(jīng)成為一個(gè)十分突出的問題,本文在分析Y公司背景、特點(diǎn)以及現(xiàn)狀的基礎(chǔ)上,提出Y公司在信用風(fēng)險(xiǎn)管理方面存在分析方法陳舊、管理工具落后、缺乏全面性等不足問題,然后結(jié)合當(dāng)前大數(shù)據(jù)分析技術(shù),對Y公司P2P網(wǎng)貸業(yè)務(wù)信用風(fēng)險(xiǎn)管理平臺進(jìn)行構(gòu)建,具有一定現(xiàn)實(shí)意義。研究內(nèi)容主要包括:1.對國內(nèi)外網(wǎng)貸業(yè)務(wù)風(fēng)險(xiǎn)管理的研究現(xiàn)狀進(jìn)行梳理,結(jié)合Y公司P2P網(wǎng)貸新信審項(xiàng)目,對其業(yè)務(wù)風(fēng)險(xiǎn)管理特點(diǎn)和策略、平臺風(fēng)險(xiǎn)管理存在的問題進(jìn)行分析;明確了大數(shù)據(jù)分析方法對于P2P網(wǎng)貸風(fēng)險(xiǎn)管理的必要性;2.建立起了適用于P2P網(wǎng)貸平臺的借款人信用風(fēng)險(xiǎn)評估的指標(biāo)體系。該體系包含反欺詐、違約預(yù)測和信用評分三個(gè)模型,通過計(jì)算用戶的是否欺詐、是否違約和信用評分,來評估其信用風(fēng)險(xiǎn)的大小。并經(jīng)過測試數(shù)據(jù)檢驗(yàn),證明了該體系具有很好的穩(wěn)定性和可靠性;3.實(shí)現(xiàn)了大數(shù)據(jù)的管理平臺的架構(gòu)設(shè)計(jì)。借助于當(dāng)前先進(jìn)的系統(tǒng)開發(fā)平臺和技術(shù),構(gòu)建一個(gè)大數(shù)據(jù)平臺對多個(gè)業(yè)務(wù)系統(tǒng)數(shù)據(jù)進(jìn)行統(tǒng)一管理,具有高可靠性、高可擴(kuò)展性和高效性,并通過原型系統(tǒng)驗(yàn)證了所設(shè)計(jì)架構(gòu)的可行性。本研究建立的信用風(fēng)險(xiǎn)評估的指標(biāo)體系在P2P網(wǎng)貸行業(yè)具有可行性,能夠大幅度提高風(fēng)險(xiǎn)決策效率,降低審核成本,提升風(fēng)險(xiǎn)控制水平,也必將成為未來P2P網(wǎng)貸企業(yè)風(fēng)險(xiǎn)管理模式的新方向。從實(shí)踐意義上看,本文將大數(shù)據(jù)分析這一理論方法與Y公司P2P網(wǎng)貸業(yè)務(wù)風(fēng)險(xiǎn)管理背景相結(jié)合,能為Y公司新信審項(xiàng)目的信用風(fēng)險(xiǎn)管控提供具體的流程與步驟,其應(yīng)用過程也可為國內(nèi)其他P2P網(wǎng)貸業(yè)務(wù)的風(fēng)險(xiǎn)管控提供新的思路與決策依據(jù),具有較高的實(shí)用價(jià)值,在一定程度上促進(jìn)國內(nèi)P2P網(wǎng)貸行業(yè)風(fēng)險(xiǎn)管理水平的提高。
[Abstract]:P2P lending originated in the United Kingdom, providing a matching platform for both lenders and borrowers to meet their lending needs. In recent years, driven by the national inclusive financial planning, P2P has played a key role in inclusive finance. For small and micro enterprises and social groups to provide a more convenient financing and lending channels, greatly promote the development of the real economy, for China's inclusive financial undertakings to make a prominent contribution. As the civil credit system has not been standardized, malicious fraud, failure to run the phenomenon has occurred from time to time, the entire industry has accumulated a huge risk. In view of the above problems, how to better manage and control the risk of lending customers. It has become a very prominent problem. Based on the analysis of the background, characteristics and current situation of Y Company, this paper puts forward that Y Company has outdated analysis methods and backward management tools in the aspect of credit risk management. Lack of comprehensiveness and other deficiencies, and then combined with the current big data analysis technology, Y company P2P network loan business credit risk management platform to build. Research content mainly includes: 1. Combing the domestic and foreign network loan business risk management research status, combined with Y company P2P network loan new credit project. The characteristics and strategies of business risk management and the problems of platform risk management are analyzed. The necessity of big data analysis method for P2P network loan risk management is clarified. 2. The index system of borrower credit risk assessment for P2P network loan platform is established. The system includes three models: anti-fraud, default prediction and credit score, and calculates whether the user is fraudulently or not. Whether default and credit score are used to evaluate the credit risk. The test data show that the system has good stability and reliability. 3. The architecture design of big data's management platform is realized. With the help of the current advanced system development platform and technology, a big data platform is constructed to manage the data of multiple business systems in a unified way, which has high reliability. High scalability and efficiency, and through the prototype system to verify the feasibility of the design framework. This study established a credit risk assessment index system in the P2P network lending industry feasibility. Can greatly improve the efficiency of risk decision-making, reduce audit costs, improve the level of risk control, but also will become the future P2P network loan enterprise risk management model of a new direction. From a practical point of view. In this paper, big data analysis of this theory and Y company P2P network loan business risk management background, can provide a specific process and steps for Y company new credit risk management project. The application process can also provide a new way of thinking and decision basis for the risk management of other P2P network loan business in China, which has a higher practical value. To a certain extent, to promote the domestic P2P network lending industry risk management level.
【學(xué)位授予單位】：東華大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.4;F724.6

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 程華;楊云志;曾令濤;;運(yùn)用大數(shù)據(jù)挖掘傳統(tǒng)銀行業(yè)務(wù)價(jià)值:美國第一資本金融集團(tuán)案例[J];南方金融;2016年08期

2 張?zhí)扃?李楊;;我國小額貸款公司發(fā)展現(xiàn)狀、存在問題及對策[J];中國商論;2016年21期

3 高博;謝朝陽;;美國個(gè)人征信機(jī)構(gòu)間的信用信息共享經(jīng)驗(yàn)及對我國的啟示[J];時(shí)代金融;2016年20期

4 保建云;;大數(shù)據(jù)金融生態(tài)系統(tǒng)、社會超群博弈與中國大數(shù)據(jù)金融戰(zhàn)略[J];江蘇行政學(xué)院學(xué)報(bào);2016年04期

5 李延?xùn)|;鄭小娟;;大數(shù)據(jù)對解決小微企業(yè)融資難的啟示——以ZestFinance公司為例[J];甘肅金融;2016年05期

6 黃鶯嬌;;利用互聯(lián)網(wǎng)發(fā)展我國普惠金融的問題與建議[J];時(shí)代金融;2016年11期

7 朱良平;;基于大數(shù)據(jù)的信用風(fēng)險(xiǎn)評分模型辨析[J];中國金融電腦;2016年03期

8 于曉虹;樓文高;;基于隨機(jī)森林的P2P網(wǎng)貸信用風(fēng)險(xiǎn)評價(jià)、預(yù)警與實(shí)證研究[J];金融理論與實(shí)踐;2016年02期

9 朱友嘉;;國內(nèi)P2P網(wǎng)絡(luò)借貸平臺倒閉現(xiàn)象原因分析[J];科技創(chuàng)業(yè)月刊;2016年02期

10 李勝;;大數(shù)據(jù)時(shí)代的國家社會管理現(xiàn)代化:模式變革與戰(zhàn)略應(yīng)對[J];廣西社會科學(xué);2016年01期

相關(guān)碩士學(xué)位論文 前4條

1 胡超;我國P2P網(wǎng)絡(luò)借貸規(guī)范發(fā)展研究[D];浙江大學(xué);2015年

2 張職;P2P網(wǎng)絡(luò)借貸平臺營運(yùn)模式的比較、問題及對策研究[D];華東理工大學(xué);2013年

3 郭弈;P2P網(wǎng)絡(luò)借貸市場的融資成本與融資可獲得性研究[D];西南財(cái)經(jīng)大學(xué);2011年

4 申華;基于數(shù)據(jù)挖掘的個(gè)人信用評分模型開發(fā)[D];廈門大學(xué);2009年

，

本文編號：1480628