Credit Card Fund Pool Supervision Mode Study
The credit card industry is in fierce competition for its profitability.To compete for the market share, some banks tend to loosen customer criterions and can be exposed to more risks.For this fact, an novel account structure which calling fund pool is proposed.Base on this new structure and combined of customer segmentation, transaction pattern prediction and online risk control, an operational risk supervision model is developed.In an study case, some credit cards with their transaction records are randomly selected to build a data cube, In which, 3 customer groups with notable features are found by clustering.In each group, customers consumer pattern can be deducted by processing the transaction data;linear regression shows that the selected independent variables have significant impact on the dependent variable.With this model, customers transaction pattern can be predicted, and online operational risk is controlled.
Fund Pool Customer Grouping & Data Mining P2DR Credit Card Risks Control
GUAN LILI XIN YI Fu LINGXIAO
Department of Information Management Shanghai Finance University Shanghai,China Department of Information Management Fu Dan University Shanghai,China
国际会议
成都
英文
1629-1633
2011-07-15（万方平台首次上网日期，不代表论文的发表时间）