Credit risk assessment method and system, terminal equipment and storage medium

A risk assessment and credit technology, applied in the field of risk analysis, can solve the problem that risk detection methods cannot predict customer defaults well, and achieve the effect of easy deployment and implementation, high prediction accuracy and strong interpretability

Pending Publication Date: 2022-03-25
WEBANK (CHINA)
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Problems solved by technology

[0005] The main purpose of the embodiment of the present invention is to provide a credit risk assessment method, system, terminal equipment and storage medium, aiming to solve the problem that the existing risk detection method cannot predict the possibility of customer default at a specific time point, and improve the Forecast accuracy

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  • Credit risk assessment method and system, terminal equipment and storage medium
  • Credit risk assessment method and system, terminal equipment and storage medium
  • Credit risk assessment method and system, terminal equipment and storage medium

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Embodiment Construction

[0041] It should be understood that the specific embodiments described here are only used to explain the present invention, not to limit the present invention.

[0042] The main solution of the embodiment of the present invention is to obtain the samples to be predicted; input the samples to be predicted into the pre-created credit risk model, obtain the default probability of the samples to be predicted at each time point, and output early warning according to the default probability Information, wherein, the credit risk model is obtained based on integrated learning algorithm and semi-parametric regression model training.

[0043] Technical terms involved in the embodiments of the present invention:

[0044] Credit risk: Credit risk refers to the risk that the counterparty of the transaction will not perform its due obligations. Credit risk, also known as default risk, refers to the possibility that the borrower, securities issuer or counterparty is unwilling or unable to p...

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Abstract

The invention discloses a credit risk assessment method and system, terminal equipment and a storage medium. The method comprises the following steps: acquiring a to-be-predicted sample; the to-be-predicted sample is input into a pre-created credit risk model, the default probability of the to-be-predicted sample at each time point is obtained, early warning information is output according to the default probability, and the credit risk model is obtained through training based on an integrated learning algorithm and a semi-parameter regression model. The problem that an existing risk detection method cannot well predict the possibility of customer default at a specific time point is solved, and the prediction accuracy is improved.

Description

technical field [0001] The invention relates to the technical field of risk analysis, in particular to a credit risk assessment method, system, terminal equipment and storage medium. Background technique [0002] Among the current credit risk models, the credit scorecard model is the most widely used. The credit scorecard model first determines the positive and negative samples according to the customer's default situation within a given period of time; then, through the classification model, the probability of default during this period is obtained. [0003] However, the credit score card model can only obtain the default probability of customers within a period of time, and cannot predict the possibility of customer default at a specific time point well, and cannot play a timely early warning role in customer risk identification. [0004] Therefore, it is necessary to propose a credit risk assessment method to predict the possibility of customer default at a specific time...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/02G06Q10/04G06Q10/06
CPCG06Q10/04G06Q10/0635G06Q40/03
Inventor 壮青陈婷吴三平庄伟亮
Owner WEBANK (CHINA)
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