Design And Implementation Of Customer Credit Rating Model Based On Data Mining

Credit risk is one of the most important risks which the commercial banks are confronted with, and the resulting in bad debt has become conditioned to the development of our banking an important problem. The ability to control and manage the risk is related with the stability and the development of the bank system, and establishes internal credit rating system is to the new regulatory requirements of the inexorable trend as a core competency important means of. Many major International financial organizations introduced various credit risk management models in order to improve the ability of controlling and forecasting the credit risk. In china, commercial banks are still using the traditional ways, while using the modern models to analyze credit risk is just a beginning.This thesis reviews the domestic and foreign development of credit risk management in banks, and uses CART method to analyze based on the real loan database. Followed by data gathering,extracting,previous processing, and in decision-making on the basis of the model for properties empowering, according to the case of the model make the adjustments, we establish the customer's credit ratings decision tree model. Furthermore, the sample data from the wrong points probability, predictions, success rate for indicators to analyze the decisions of the credit rating of the customer model, in the evaluation of performance for users of credit, the lower level of accuracy is not the satisfaction of the subjective and objective approach to evaluation model, make adjustments to form the complete the credit ratings full factors include model of the credit of effective measures, it can help bank to establish the rating formula. Lastly, the models that established and implemented have been applied in Henan Country Credit Union's Credit Management System, realized credit rating of client's pre-loan censor and post-loan manage.This thesis put forward the constructive suggestion on the credit rating mode and method, and I hope to award my limited contribution in order to set up a set of credit rating method, which is objective, scientific, perspective and can fully announce clients' credit risks, and hope that this research will be able to promote the industry to the customers credit rating.