RESEARCH OF CREDIT RISK OF COMMERCIAL BANK PERSONAL LOAN BASED ON ASSOCIATION RULE

Zhang Zenglian

Abstract

Guard against financial risks, reduce bad loans, increase the ability to identity risk of commercial banks, the key is risk warning. In view of the increasing proportion of personal loans in banking business, it is particularly important to warning personal loans credit risk. Commercial bank lending itself is a complex nonlinear system, using general linear theory is difficult to objectively reflect the laws of this, this paper uses association rule. Personal loan credit index first constructed, and then use apriori algorithm to extract rules. Results showed that apriori algorithm plays an important role in identifying risk in personal loans.

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Paper Citation


in Harvard Style

Zenglian Z. (2011). RESEARCH OF CREDIT RISK OF COMMERCIAL BANK PERSONAL LOAN BASED ON ASSOCIATION RULE . In Proceedings of the 13th International Conference on Enterprise Information Systems - Volume 1: ICEIS, ISBN 978-989-8425-53-9, pages 129-134. DOI: 10.5220/0003413101290134


in Bibtex Style

@conference{iceis11,
author={Zhang Zenglian},
title={RESEARCH OF CREDIT RISK OF COMMERCIAL BANK PERSONAL LOAN BASED ON ASSOCIATION RULE},
booktitle={Proceedings of the 13th International Conference on Enterprise Information Systems - Volume 1: ICEIS,},
year={2011},
pages={129-134},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0003413101290134},
isbn={978-989-8425-53-9},
}


in EndNote Style

TY - CONF
JO - Proceedings of the 13th International Conference on Enterprise Information Systems - Volume 1: ICEIS,
TI - RESEARCH OF CREDIT RISK OF COMMERCIAL BANK PERSONAL LOAN BASED ON ASSOCIATION RULE
SN - 978-989-8425-53-9
AU - Zenglian Z.
PY - 2011
SP - 129
EP - 134
DO - 10.5220/0003413101290134