TOOLKIT OF CONSTRUCTING CREDIT RISK MODEL, METHOD OF MANAGING CREDIT RISK USING CREDIT RISK MODEL CONSTRUCTION AND RECORDING MEDIUM THEREOF

摘要

A tool kit for constructing a credit risk model, a method for managing credit risk by constructing the credit risk model, and a recording medium are provided to quickly process and keep mass credit management data in spite of a small scale system, and offer various usability of a credit management system to users. A raw data database(110) stores accounting data of an enterprise or a person. A data manager(120) removes a missing value from the data selected from the raw data database and manages the data including no missing data. An analysis database storing unit(130) stores the data of the data manager. A model constructor(140) selects a variable of a credit evaluation mode from the data of the analysis database storing unit and constructs the credit evaluation model from the selected variable by using recursive logistic analysis. An analysis result storing database(150) stores an analysis result of the constructed credit evaluation mode. A model evaluator evaluates a credit level of the enterprise or the person.