Credit scoring model: a comparative study based on Chinese real credit data
Credit scoring is one of the important credit risk management techniques on consumer credit. The result of credit scoring model is more influenced by the economy,cultural,society,etc.,so filtering the better credit scoring model is key. This article reviews the former credit scoring techniques and studies comparatively the three models of logistic,artificial neural network and classification tree based on the real credit data from a Chinese city. It points out that there are different influence factors to credit risk in different region,which decides the importance of filtering model. The result shows also that classification tree model is the best in todays Chinese environment,but the result is used carefully in other region according to above factors.
credit scoring credit risk management model comparison banking
Ren Jinzheng Chen Baofeng
College of Economics & Management,China Agricultural University,100083,Beijing P. R. China
国际会议
The First International Conference on Management Innovation(ICMI 2007)(管理创新会议)
上海
英文
425-429
2007-06-04（万方平台首次上网日期，不代表论文的发表时间）