Commercial Bank Credit Risk Evaluation Method Based on Decision Tree Algorithm

Abstract

As the core link and an important content, credit risk assessment plays vital special role for moderate operation of commercial banks. It is important to work out credit risk assessment model of commercial banks. A system of credit risk assessment which contains five aspects including 25 indicators is proposed. Based on establishment of credit risk assessment model, empirical analysis is carried out. The result shows this model has high accuracy of predication, better reliability and strong assessment ability.