天池金融风险中的客户违约风险评价

IF 2.8 3区经济学 Q2 BUSINESS, FINANCE

International Journal of Finance & Economics Pub Date : 2023-10-21 DOI:10.61173/ry2b9753

None Chuhan Su

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引用次数: 0

摘要

本文基于主成分分析和logistic回归模型，对天池金融风险数据集中借款人信息的违约风险进行了评估。研究发现，违约率是影响天池金融风险的主要因素。结合借款人信用等级与违约率影响因素，进行logistic回归分析。得出的结论是，D级以上的个体违约风险高，而D级以下的个体违约风险低。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Evaluation of Customer Default Risk in Tianchi Financial risk

Based on the PCA(principal component analysis) and logistic regression model, this essay evaluates the default Risk of the borrowers’ information in the Tianchi Financial Risk dataset. The research finds that the default rate is the main factor affecting Tianchi Financial Risk. Combining borrowers’ credit grades with factors influencing the default rate, the logistic regression analysis is conducted. It is concluded that individuals with a step above D have a high risk of default, whereas those with a grade below D have low-risk defaults.

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来源期刊

International Journal of Finance & Economics BUSINESS, FINANCE-

CiteScore

5.70

自引率

6.90%

发文量

143