The Empirical Analysis Of Commercial Bank Credit Card Default Risk Based On Data Mining Method

In recent years,with the rapid growth of China's economy,income level of residents has been improved,and the concept of ahead consumption gradually enjoys popular support,and these factors contributed to the development of credit card market.However,with the increasing of credit card issued amount and transaction amount,overdue amount and default rate increased significantly.The credit card business has become an important growth point of commercial bank profits,making China's commercial banks attach great importance to the management and monitoring of credit risk,maintaining continued and stable development of credit card business.?The New Basel Capital Accord ? defined main risks to commercial banks as credit risk,market risk,and operational risk.Among them,credit risk(also known as default risk)is the most important and most complex risk.At present,the credit card risk control level of China's commercial bank is still in the initial stage,and the assessment experience of credit risk is limited,and there is a big gap between the risk management of advanced banks abroad.Therefore,China's commercial banks should actively establish a credit risk management system with the measurement model as the core,and improve the credit risk management level through data mining technology in order to occupy a favorable position in the highly competitive credit card market.This paper mainly took commercial bank credit card customer data as the research object,established and compared multiple data mining models from the angle of theory and practice,selected appropriate credit default assessment model,and analyzed the risk factors that affect the probability of default.This paper is divided into five parts,of which:The first part mainly introduced the background,significance and research status of the research at home and abroad.The second part focused on the basic concept of credit card and type of risk,systematically analyzed the current situation and methods of credit risk management of commercial banks in China,and the significance of implementing credit risk management.The third part mainly elaborated the concept and data mining methods of data mining technology,and its application status and important guiding significance in credit card default risk management.The fourth part is a empirical analysis of the credit card customer data of a commercial bank in China.Combining the data mining method with the relevant theoretical knowledge of default risk management,choosing the appropriate default risk assessment method for commercial banks.Finally,this paper analyzed and summarized the results of empirical analysis,and expound the important role of data mining technology in the development of commercial bank credit card business.And making recommendations for commercial Banks to choose the appropriate credit risk assessment method and reduce the risk of credit card default.