With the rapid development of big data technology, the personal credit evaluation industry has entered a new stage. Among them, the evaluation of personal credit based on mobile telecommunications data is one of the h...With the rapid development of big data technology, the personal credit evaluation industry has entered a new stage. Among them, the evaluation of personal credit based on mobile telecommunications data is one of the hotspots of current research. However, due to the complexity and diversity of personal credit evaluation variables, in order to reduce the complexity of the model and improve the prediction accuracy of the model, we need to reduce the dimension of the input variables. According to the data provided by a mobile telecommunications operator, this paper divides the data into a training sets and verification sets. We perform correlation analysis on each indicator of the data in the training set, and calculate the corresponding IV value based on the WOE value of the selected index, then binning data with SPSS Modeler. The selected variables were modeled using a logistic regression algorithm. In order to make the regression results more practical, we extract the scoring rules according to the results of logistic regression, convert them into the form of score cards, and finally verify the validity of the model.展开更多
网络借贷作为一种新型互联网金融模式,提升了金融资源使用效率,缓解了小企业融资难的困局。构建合理的网络借贷信用评价指标体系,从而对网络借贷的潜在风险及时甄别与预防,对互联网金融健康持续发展意义重大。本文根据K-S检验与距离相...网络借贷作为一种新型互联网金融模式,提升了金融资源使用效率,缓解了小企业融资难的困局。构建合理的网络借贷信用评价指标体系,从而对网络借贷的潜在风险及时甄别与预防,对互联网金融健康持续发展意义重大。本文根据K-S检验与距离相关分析相结合,筛选对借款客户违约状态甄别能力强的指标,建立了网络借贷信用评价指标体系,通过P2P网络借贷(peer to peer lending,个人对个人借贷)平台LendingClub交易数据进行实证研究,结果表明:不仅借款金额、借款利率等借款标的特征对借贷者违约具有显著相关性,借款者年龄等个人特征、借款者年收入等财务特征以及借款者违约次数等信用特征均对借贷者违约风险产生显著影响。投资者在出借资金时,往往青睐于已婚、年龄适中、具有一定工作经历、历史违约次数较少的借款人。因此,风险监管部门应构建网络借贷违约风险评估模型,对P2P平台进行风险监测,同时建立关键信息共享机制,融合多源数据,明确审查范围,实现P2P网络借贷行业健康有序发展。展开更多
Background:Banking is an important sector of Pakistan’s economy.It is general consideration that bank’s major activities saving and lending have positive impact on economic growth.So the aim of this study is to inve...Background:Banking is an important sector of Pakistan’s economy.It is general consideration that bank’s major activities saving and lending have positive impact on economic growth.So the aim of this study is to investigate this consideration and also investigate that either growth led deposits and credits,or deposit and credits led growth means the purpose of this study is to investigate the direction of this relationship.Methods:Johansen test of Co-integration and Granger Causality is employed by using time series data of Pakistan from 1961 to 2013.Results:The results show that two major activities of banking sector that are saving and lending don’t have any long run or short run causality towards economic growth so the general consideration of positive impact of these activities proved wrong in case of Pakistan.However there is unidirectional causality running from GDP growth to credit provided by banking sector which shows that economic prosperity or economic growth will have a major impact on lending activities of banks meaning that demand following hypothesis is true for Pakistan in case of GDP and Bank’s credit or we can say that growth led Bank’s credit in Pakistan.Conclusions:Hence Government and central bank should make policies by keeping this fact in consideration that bank’s two major activities that are saving and lending does not have impact on GDP growth.There might be other factors which influence economic growth of Pakistan more than banking sector these activities,which can be bank’s profitability,human resource,technology,infrastructure and other sectors of the economy.However GDP growth affects bank’s lending activities so during high economic growth year central bank and private bank’s management should introduce easy loans for businesses and industries and during poor economic growth years personal loan’s new schemes should be introduce by banks.展开更多
基金Supported by the National High Technology Research and Development Programme of China （No. 2007AA01Z268）, National Natural Science Foundation of China （No. 60702028）and the Starting Ftmd for Science Research of NJUST （AIM1947）.
文摘With the rapid development of big data technology, the personal credit evaluation industry has entered a new stage. Among them, the evaluation of personal credit based on mobile telecommunications data is one of the hotspots of current research. However, due to the complexity and diversity of personal credit evaluation variables, in order to reduce the complexity of the model and improve the prediction accuracy of the model, we need to reduce the dimension of the input variables. According to the data provided by a mobile telecommunications operator, this paper divides the data into a training sets and verification sets. We perform correlation analysis on each indicator of the data in the training set, and calculate the corresponding IV value based on the WOE value of the selected index, then binning data with SPSS Modeler. The selected variables were modeled using a logistic regression algorithm. In order to make the regression results more practical, we extract the scoring rules according to the results of logistic regression, convert them into the form of score cards, and finally verify the validity of the model.
文摘网络借贷作为一种新型互联网金融模式,提升了金融资源使用效率,缓解了小企业融资难的困局。构建合理的网络借贷信用评价指标体系,从而对网络借贷的潜在风险及时甄别与预防,对互联网金融健康持续发展意义重大。本文根据K-S检验与距离相关分析相结合,筛选对借款客户违约状态甄别能力强的指标,建立了网络借贷信用评价指标体系,通过P2P网络借贷(peer to peer lending,个人对个人借贷)平台LendingClub交易数据进行实证研究,结果表明:不仅借款金额、借款利率等借款标的特征对借贷者违约具有显著相关性,借款者年龄等个人特征、借款者年收入等财务特征以及借款者违约次数等信用特征均对借贷者违约风险产生显著影响。投资者在出借资金时,往往青睐于已婚、年龄适中、具有一定工作经历、历史违约次数较少的借款人。因此,风险监管部门应构建网络借贷违约风险评估模型,对P2P平台进行风险监测,同时建立关键信息共享机制,融合多源数据,明确审查范围,实现P2P网络借贷行业健康有序发展。
文摘Background:Banking is an important sector of Pakistan’s economy.It is general consideration that bank’s major activities saving and lending have positive impact on economic growth.So the aim of this study is to investigate this consideration and also investigate that either growth led deposits and credits,or deposit and credits led growth means the purpose of this study is to investigate the direction of this relationship.Methods:Johansen test of Co-integration and Granger Causality is employed by using time series data of Pakistan from 1961 to 2013.Results:The results show that two major activities of banking sector that are saving and lending don’t have any long run or short run causality towards economic growth so the general consideration of positive impact of these activities proved wrong in case of Pakistan.However there is unidirectional causality running from GDP growth to credit provided by banking sector which shows that economic prosperity or economic growth will have a major impact on lending activities of banks meaning that demand following hypothesis is true for Pakistan in case of GDP and Bank’s credit or we can say that growth led Bank’s credit in Pakistan.Conclusions:Hence Government and central bank should make policies by keeping this fact in consideration that bank’s two major activities that are saving and lending does not have impact on GDP growth.There might be other factors which influence economic growth of Pakistan more than banking sector these activities,which can be bank’s profitability,human resource,technology,infrastructure and other sectors of the economy.However GDP growth affects bank’s lending activities so during high economic growth year central bank and private bank’s management should introduce easy loans for businesses and industries and during poor economic growth years personal loan’s new schemes should be introduce by banks.
