RESEARCH OF CREDIT RISK OF COMMERCIAL BANK PERSONAL LOAN BASED ON ASSOCIATION RULE

摘要：

Guard against financial risks, reduce bad loans, increase the ability to identity risk of commercial banks, the key is risk warning. In view of the increasing proportion of personal loans in banking business, it is particularly important to warning personal loans credit risk. Commercial bank lending itself is a complex nonlinear system, using general linear theory is difficult to objectively reflect the laws of this, this paper uses association rule. Personal loan credit index first constructed, and then use apriori algorithm to extract rules. Results showed that apriori algorithm plays an important role in identifying risk in personal loans.

关键词： Commercial bank Personal loan Credit risk evaluation Apriori

作者: Zhang Zenglian

作者单位: School of Economics and Management, University of Science and Technology Beijing, Beijing, China

会议类型: 国际会议

会议名称: 13th International Conference on Enterprise Information System(第13届企业信息系统国际会议 ICEIS 2011)

会议地点: 北京

会议语种:英文

页码: 2015-2020

在线出版日期: 2011-06-08（万方平台首次上网日期，不代表论文的发表时间）