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Retail Exposures Credit Scoring Models for Chinese Commercial Banks

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Part of the book series:Lecture Notes in Computer Science ((LNTCS,volume 5545))

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Abstract

This paper firstly discussed several credit scoring models and their development history, then designed the target system of individual credit scoring with individual housing loans data of a stated-owned commercial bank and logistic method, and established an individual credit scoring model including testing. Finally, the paper discussed the application of the individual credit scoring model in consumer credit domain, and brought forward corresponding conclusions and policies.

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Authors and Affiliations

  1. School of Management, Graduate University of Chinese Academy of Sciences, Beijing, 100190, China

    Yihan Yang & Lingling Zhang

  2. Chinese Academy of Sciences Research Center on Fictitious Economy and Data Science, Beijing, 100190, China

    Guangli Nie & Lingling Zhang

Authors
  1. Yihan Yang

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  2. Guangli Nie

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  3. Lingling Zhang

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Editor information

Editors and Affiliations

  1. Center for Computation & Technology, Louisiana State University, 216 Johnston Hall, LA 70803, Baton Rouge, USA

    Gabrielle Allen

  2. Poznań Supercomputing and Networking Center, Poznań, Poland

    Jarosław Nabrzyski

  3. Center for Computation and Technology, Louisiana State University, LA 70803, Baton Rouge, USA

    Edward Seidel

  4. Department of Mathematics and Computer Science, University of Amsterdam, Kruislaan 403, 1098 SJ, Amsterdam, The Netherlands

    Geert Dick van Albada

  5. Computer Science Department, University of Tennessee, TN 37996-3450, Knoxville, USA

    Jack Dongarra

  6. Faculty of Sciences, Section of Computational Science, University of Amsterdam, Kruislaan 403, 1098 SJ, Amsterdam, The Netherlands

    Peter M. A. Sloot

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© 2009 Springer-Verlag Berlin Heidelberg

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Yang, Y., Nie, G., Zhang, L. (2009). Retail Exposures Credit Scoring Models for Chinese Commercial Banks. In: Allen, G., Nabrzyski, J., Seidel, E., van Albada, G.D., Dongarra, J., Sloot, P.M.A. (eds) Computational Science – ICCS 2009. ICCS 2009. Lecture Notes in Computer Science, vol 5545. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-01973-9_71

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