﻿ 基于财务数据的小额信贷决策模型 The Study of Jot Loan Decision Model Based on Financial Information

Hans Journal of Data Mining
Vol.05 No.02(2015), Article ID:15079,6 pages
10.12677/HJDM.2015.52004

The Study of Jot Loan Decision Model Based on Financial Information

Conghai Hu1, Yu Fei1*, Zhengjie Gao2

1School of Statistics and Mathematics, Yunnan University of Finance and Economics, Kunming Yunnan

2School of Mathematics, University of Washington, Seattle USA

Received: Mar. 23rd, 2015; accepted: Apr. 10th, 2015; published Apr. 16th, 2015

ABSTRACT

In this paper, we use Logistic Regression to analyze the repayment probability of different enterprises, and then we determine appropriate threshold repayment probability by the minimum cost criterion. On this basis, we build the minimum miscalculation cost model and advanced minimum misclassification cost model. After analyzing the XY jot credit company’s history data, comparing with the rate of debt and income model which is being used by XY Company, we find that these two models have more advantages. They can not only reduce the risk of increase in revenue, but also make adjustment according to different levels of risk behavior; besides, the advanced minimum misclassification cost model can adjust the loan amounts.

Keywords:Jot Credit, Logistic Regression, Minimum Misclassification Cost Criterion

1云南财经大学，统计与数学学院，云南 昆明

2华盛顿大学，数学学院，美国 西雅图

1. 引言

2. 理论模型

Logistic模型可以被定义为：

(1)

(2)

(3)

(4)

3. 实证分析

3.1. 收入贷款比(RDI)模型的预测结果

XY小额信贷公司采用的是RDI分析模型，即通过分析贷款企业的利润和贷款利率来进行贷款决策，企业RDI的计算公式为：

(5)

3.2. Logistic回归

(6)

3.3. 最小误判代价(MMC)模型

MMC模型的预测情况如表2所示，高风险模型向客户提供了更多的贷款，与此同时更多的违约客户也被误判成为了履约客户，而低风险模型的情况正好相反，中等风险模型的预测情况位于二者之间。

3.4. 改进的最小误判代价(AMMC)模型

Table 1. Prediction performance of RDI model

Table 2. Prediction performance of MMC model

4. 模型比较

AMMC模型相对其他模型来说，存在着许多优势，具体来看，主要包括以下几个方面。

Table 3. Prediction performance of AMMC model

Table 4. The comparison of AMMC model and MMC model

4.1. 较强的盈利能力

4.2. 良好的风险控制能力

4.3. 良好的适应性

5. 结论

1) AMMC模型可以为小贷公司带来更多的收益，通过Logistic回归和最小误判代价准则得出的

Table 5. The comparison of AMMC model and other models in profitability

Table 6. The comparison of AMMCM and other models in risk control ability

MMC模型相对于XY小额信贷公司采用的RDI模型有了较大的提升和进步。通过对贷款金额进一步调整得到AMMC模型，AMMC模型通过向部分客户提供部分贷款的形式，在企业经营风险并未显著增加的情况下增加企业的收益，因而AMMC模型拥有较强的盈利能力。

2) AMMC模型可以降低小贷公司的经营风险，无论是在违约贷款总金额还是违约贷款占总贷款比例角度看，AMMC模型相对RDI模型都有了较大的进步和提升，虽然AMMC模型较MMC模型有一定的差距，但差距并不显著。

3) AMMC模型有了更进一步的适应性，相对RDI模型来说，AMMC模型可以通过中等风险模型、高风险模型和低风险模型三种方式来适应不同的风险状况。相对MMC模型来说，AMMC模型也可以针对不同客户调整贷款金额，从而使得模型的适应性更强。

The Study of Jot Loan Decision Model Based on Financial Information. 数据挖掘,02,25-31. doi: 10.12677/HJDM.2015.52004

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