P2P平台借款人信用风险评估模型构建——基于模糊层次分析法

Constructing Credit Risk Assessment Model of Borrowers on P2P Platform——Based on Fuzzy Analytic Hierarchy Process

2016年8月,我国颁布了对于P2P网络信贷平台的管理办法,但由于国内信用体系发展还不完善,国内消费理念与国外存在很大差别,P2P网络借贷平台对于借款人信用风险管理十分欠缺。采用模糊层次分析法(FAHP),构建对借款人信用风险的评估模型,从模型的建立和计算的结果来看,影响因素权重占比较大的有借款人的违约情况、平台贷后对借款人的追踪程度、平台对该借款人的初步信用评估准确度、借款人信息共享程度和逾期还款笔数占总还款笔数百分比等。通过模糊层次分析法构建出的借款人信用风险评估模型,经过案例检验,可以作为P2P网络借贷平台评估标准的参考。

In August 2016,the government promulgated the management method for the P2P network credit platform.However,due to the imperfect development of the domestic credit system,and the difference of domestic consumption concept from that of foreign countries,the P2P network lending platform lacks the management of the borrower′s risk credit.This paper uses fuzzy analytic hierarchy process to construct an evaluation model for the credit risk of borrowers.From the results of the model it can be seen that the most influencing factors are the borrower′s breach of contract,the trace of the platform after loan,the preliminary evaluation of the platform on borrower′s credit,the extent of shared information for borrowers and the proportion of the overdue repayment.The F-AHP model for evaluating borrower′s credit can be used as a reference of making standards for P2P network lending platforms.