| 中国P2P网络借贷信用风险的测量 |
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| 引用本文： | 张成虎,武博华.中国P2P网络借贷信用风险的测量[J].统计与信息论坛,2017(5):110-115. |
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| 作者姓名： | 张成虎 武博华 |
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| 作者单位： | 西安交通大学 经济与金融学院,陕西 西安,710061 |
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| 基金项目： | 国家社会科学基金重点项目《互联网金融风险监管研究:理论、制度与方法》(14AZD033)，国家社会科学基金项目《互联网金融信用风险的动态识别、评价与防范研究》(14BJY194) |
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| 摘 要： | 分析中国P2P网络借贷信用风险的生成机理,借鉴商业银行典型个人信用风险测量理论基础与方法,构建基于涵盖借款人软信息的P2P网络借贷信用风险评级指标体系。通过向在银行从事信贷工作的专业人员发放调查问卷,确定具体指标,使用AHP(层次分析法)与DEMATEL(决策实验室法)相结合的方法综合确定指标体系权重,最后评级结果以百分制数值给出,并换算成具体的信用等级,有效解决了平台对借款人信用等级测量问题。
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| 关 键 词： | P2P 信用风险 指标体系 软信息 层次分析法 决策实验室法 |
Measurement of Credit Risk on China's Peer-to-Peer Online Lending |
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| ZHANG Cheng-hu,WU Bo-hua.Measurement of Credit Risk on China's Peer-to-Peer Online Lending[J].Statistics & Information Tribune,2017(5):110-115. |
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| Authors: | ZHANG Cheng-hu WU Bo-hua |
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| Abstract: | This paper describes operational mode of P2P, analyzing the causes and characteristics of its credit risk.In the review of existing home and abroad research on personal credit risk assessment, this paper takes referring to typical personal credit risk assessment, constructing P2P online lending credit risk assessment index system including soft information.Through distributing questionnaire to professionals to determine the specific targets, this paper use AHP and DEMATEL methods to determine the weights of index system.And final results is be given by percentile value. |
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| Keywords: | P2P credit risk index system soft information AHP DEMATEL |
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