Multi-loan risk assessment method and system based on quantified risk control model

Abstract

A kind of multi-head loan risk assessment method and system based on quantification risk control model, comprising: obtaining multi-head credit data, data cleaning is carried out to multi-head credit data, establishes multi-head credit basic database;Statistical borrower's loan application behavior data in different time windows, form historical behavior summary table, import loan risk database;According to borrower identification, calculate the loan statistics information of borrower from credit basic database;Loan statistics information of borrower is handled, and the score of multi-head loan risk factor is obtained;Using decision tree structure combined with weighted average method, each risk factor score is weighted according to the set weight of each risk factor, and the comprehensive score of multi-head loan risk is obtained;According to multi-head credit basic database and multi-head loan risk database, algorithm is used to train model for multi-head loan risk comprehensive score and actual default condition, and the parameter setting of risk control model is determined by measurement and calculation.The present application realizes the accurate evaluation of multi-head loan risk.

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