基于支持向量机的商业银行信用风险评估模型

A Model Based on Support Vector Machine for Credit Risk Assessment in Commercial Banks

贷款业务是商业银行最重要的资产业务,构建一个适用的信用风险评估模型十分重要.本文基于近年来在智能学习系统领域发展起来的新理论,引入小样本学习的通用学习算法支持向量机(SVM),建立了商业银行的信用风险评估模型,通过与多元判别分析、以及神经网络模型的比较,证实了该方法用于风险评估的有效性及优越性.

Loan is the key capital business in commercial banks.It’s very important to build a suitable model for credit risk assessment.Based on the new developing theory in the intelligent learning system domain,the Support Vector Machine (SVM) technique is introduced in this paper.By analyzing the real data,a new model based on SVM is built and tested.Empirical results show that the new proposed model is effective and more advantageous than those of both MDA model and neural network model.