基于区块链的修正KMV模型在互联网金融征信中的应用——以弱信用群体为例

The Application of the Modified KMV Model Based on Block Chain in Internet Finance Credit Investigation——Take Weak Credit Groups as Samples

随着个人消费金融市场规模的不断扩大,互联网金融出现了个人信用风险定价的技术缺位及由此产生的互联网借款乱象。如何解决诸如"校园贷"类消费金融中弱信用群体的征信问题,可将修正后的KMV模型用于预测个人信用风险、判定个人信用等级。区别于常规的KMV规模型,修正后的模型将个人资产视为外生变量,个人负债水平变动决定其违约距离。在此基础上,拟出解决互联网消费金融信用定价的框架性方案,并对初步架构进行了设计,以期为开发信用风险评价平台提供参考。

With the continuous expansion of the scale of personal consumption financial market, the Internet finance has showed the lack of personal credit risk pricing technology and the resulting Internet borrowing chaos. How to solve the credit problems such as ＂campus loan＂ financial consumer credit weak groups, the modified KMV model is used to predict personal credit risk and determine personal credit rating. Different from the conventional KMV gauge model, the modified model regards individual assets as exogenous variables, and changes in individual debt levels determine their default distance. On this basis, the paper proposes a framework scheme for solving the problem of Internet consumer financial credit pricing, and designs the preliminary framework, so as to provide reference for the development of credit risk ev^uation platform.