The invention relates to the technical field of risk control of the Internet financial industry, in particular to a CS-PNN-based customer credit risk assessment method and system. Compared with BP andRBF neural networks, the PNN fuses a Bayesian decision theory and density function estimation on the basis of a radial basis function, the method has the advantages of simple network structure, few adjustment parameters, short operation time, no local minimum point and the like; compared with GA, PSO, ACO and other optimization algorithms, the CS algorithm searches for a global optimal solution by simulating the combination of the parasitic propagation behavior of the valley bird nest and the Levy flight search principle, has the advantages of being few in parameter setting, high in convergence speed, high in universality and robustness, easy to implement and the like, and can efficiently balance local search and global search of the algorithm; the CSPNN model obtained by optimizing the smoothing factor of the PNN by the CS has the advantages of simple network structure, high convergence rate, good fault tolerance, high robustness, high classification accuracy, strong sample appendingcapability and the like, and can meet the requirement of real-time credit risk assessment of a loan system.