信用评分模型的设计与决策分析

Model Design And Decision Analysis on Credit Rating

本文对商业银行信贷业务中的贷款者的信用问题，运用决策分析提出了信用评分的设计原理及临界分值的确定方法，给出了最优贷款策略的期望收益和风险的计算公式。最后。

This paper focuses on the consumer credit problem in the credit business of commercial banks.Using decision analysis techniques,it gives the design principle of credit rating and the method about how determining the critical rate.It also provides the calculation formulas of expected return and risk in the optimum credit strategy.Finally,it explains these by an example.