A Study On Application Of Credit Risk Model In Collective Economic Organizations

The paper bases on the theory of banking risk mangagement. In addition,the empirical research of village-level enterprises loans is used by comparison of current credit-debit risk evaluation theory and methods. Applying mathematical statistics operational research and computer simulation formed the optimal model on the credit risks of village-level economil entity. The paper with the bank credit risk management in of Zeta and Z grade point model and Credit Metrics the market risk generous character system model etc.for theories foundation,pass to combine village-level economil entity actual case,technique and method draw lessons from foreign advanced science,combine domestic economy and finance of actual,to village-level economil entity risk analysis and generous character,put forward to build suitable Credit Risk Forecast Model of village-level economil entity,for village-level economil entity credit project the research of the risk management realm provide a reference.The main idea of this paper is that based on the Credit Loan business of village-level economil entity,for the exit of default risk in business development,it will use of technology of Data Mining to assess the credit risk and build a credit assess model which is based on the algorithm of Neural Network. And this model can predict the borrower’s possible statement of default and bad debt rate. It will control the original risk.The first part of this paper analyses the deveiopment and of Credit Risk of village-level economil entity business and then gets to the various causes of village-level economil entity Credit Risk Assessment Methodology. The second part of this paper studies the principles of Data Mining theory and process. And then this paper proceeds the building of credit assess models. It finds the disciplines between the information and credit assessment by the comparison of BP Neural Networks. The final model can predict the possible numbers of new borrower and reduce the risk of default. At last, according to the results of model it will create a Credit Evaluation System which can quantize the risk of default and improve the efficiency of loan approval.The model of credit risk assessment on listed village-level economil entity is effective.The date which comes from local village-level economil entity of guangzhou have good "original" advantage. What’s more, the Method of Modeling can be used on the other assessment of loan and has a meaning of universal application meaning.