【作者】 李波；

【导师】 张永冀；

【作者基本信息】 北京理工大学 ， 工商管理（专业学位）， 2018， 硕士

【摘要】 近年来互联网金融伴随着互联网信息技术的发展而得到快速发展,P2P网络借贷也随之迅猛发展,同时也爆发出了很多风险,诸多风险中借款人的信用风险是P2P网贷行业发展过程中存在的最大风险,如何对P2P网贷借款人信用风险有效评估,更好的降低P2P网贷借款人的信用风险变得尤其重要。P2P网络借贷主要是解决有小微资金需求的人群融资难的问题,这是对我国传统金融贷款行业的有效补充,为了其能够健康持续的发展必须加强它的借款人信用风险评估,进而降低借款人信用风险提高其竞争力。当前国内P2P网贷平台主要是借鉴国外P2P网贷平台的借款人信用风险评估方法,但是由于当前我国的征信体系不太完善,容易存在借款人信用风险评估的准确性不高、稳定性不强等问题。本文从P2P网贷借款人信用风险评估角度出发,对国内外关于借款人信用风险评估的大量文献资料进行查阅分析。结合我国当前的P2P网络借贷行业的发展状况,对P2P网贷行业借款人信用风险评估现状进行分析。依据科学性、动静相结合、针对性、独立性、可靠性原则建立借款人信用风险评估指标,从而根据当前P2P网贷行业的特点选出合理的信用风险评估指标来架构P2P网贷平台借款人信用风险评估模型。通过网络技术从人人贷网贷平台采集的借款人信息数据,对借款人信用风险评估指标分类,利用信息增益筛选借款人信用风险评估指标,然后进行WOE值替代原值,进行Logistic回归分析,构建P2P网贷平台借款人信用风险评估模型。将采集到的人人贷借款人信用风险评估指标代入模型进行验证新的P2P网贷借款人信用风险评估模型的有效性。经过把人人贷借款人信用风险指标代入新的借款人信用风险评估模型得出的违约率高于采集到的人人贷官网公布的最近三年的借款人违约率,说明本文构建的P2P网贷平台借款人信用风险评估模型有一定有效性以及参考性。通过本文对借款人信用风险评估的研究希望能够有助于P2P网贷行业的健康发展。更多还原

【Abstract】 In recent years,Internet finance has been developing rapidly with the development of Internet information technology.P2P network lending has also developed rapidly.At the same time,there are many risks.The credit risk of the borrowers,especially the borrowers,is the biggest risk in the development of P2P network lending industry.How to borrow and borrow from the P2P network It is especially important to evaluate the borrower’s credit risk effectively and reduce the credit risk of P2P borrowers.P2P network lending is mainly a problem to solve the problem of financing for people with small and micro funds.This is an effective supplement to the traditional financial loan industry in China.For its healthy and sustainable development,it must strengthen its borrower’s credit risk assessment so as to reduce the borrower’s credit risk so as to improve its competitiveness.The current domestic P2P network lending platform is mainly a borrower’s credit risk assessment method from foreign P2P network lending platform.However,due to the lack of perfect credit system in our country,the accuracy of the borrower’s credit risk assessment is not high and the stability is not strong.From the perspective of P2P network borrower’s credit risk assessment,this paper analyses a large number of documents about the borrower’s credit risk assessment at home and abroad.Combined with the current development of P2P lending industry in China,the basic theory of P2P network lending borrowers’ credit risk assessment is analyzed.According to the principles of science,combination of dynamic and static,and the principle of pertinence,independence and reliability,the borrower’s credit index evaluation system is set up,and a reasonable credit index is selected to construct the credit risk assessment model of P2P network borrower according to the characteristics of the current P2P network lending industry.According to the borrower’s credit index system,the borrower’s credit index is selected according to the borrower’s credit index evaluation system and the borrower’s credit index is selected according to the borrower’s credit index evaluation system.Then the WOE replacement is carried out and the Logistic regression analysis is carried out to construct the credit risk assessment model of the P2P loan borrower.The data collected from all borrowers and borrowers are collected into the model to verify the validity of the borrower’s credit risk assessment model.By replacing the borrower’s information data into the borrower’s credit risk assessment model,the default rate is higher than the borrower’s default rate published in the last three years.It is proved that the credit risk assessment model of the P2P network borrower is more predictable than the human loan assessment model.There is a certain advantage.However,the borrower’s information data collected by this model is limited to everyone’s loan platform,and has certain limitations.It is not necessarily suitable for the evaluation of credit risk of all P2P borrowers.更多还原