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Evaluation and Empirical Analysis of the Individual Housing Mortgage Loan Credit Risk |
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| Authors: | Liu ChunhongManagement School Shanghai Jiao Tong UniversityLiu KexinShanghai Jiao Tong Indusrtial GroupWu Chen Zhang BinManagement School China Textile University Shanghai |
| Institution: | Liu ChunhongManagement School,Shanghai Jiao Tong UniversityLiu KexinShanghai Jiao Tong Indusrtial GroupWu Chen,Zhang BinManagement School,China Textile University,Shanghai,200051 |
| Abstract: | The paper applies the methods of discriminant analysis, logistic regression and artificial neural network to the credit risk evaluation of individual housing mortgage loan made by commercial banks. On the base of the comparison among the results of these three methods, the article analyzes their effectiveness and concludes that artificial neural network method should be the best choice. |
| Keywords: | credit risk discriminant analysis logistic regression artificial neural network |
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