Application of Statistical Methods in Building Risk Assessment Model for Personal Credit

摘要

As a personal credit risk assessment and effective management tool,personal credit scoring model plays a very important role in the consumer credit risk management of commercial banking.At present,under the conditions of incomplete personal credit data,imperfect credit technology and professional staff lacked,we should learn the advanced experience of foreign countries,make full use of the data and information in existing information systems of commercial banks,establish a certain predictability and reference value in the credit decision,which keeping in line with China's national conditions,this kind of personal credit risk assessment model is very practical significance.This paper attempts to apply statistical methods such as survival analysis,Logistic regression and discriminant analysis to build personal credit risk assessment model,and the different comparison between the variables of model could identify the main factors of consumer credit risk,and provide viable proposal for personal loans risk management.