Research on Simulation of Credit Risk of Credit Card based on Multi-Agent | Zendy

Shuai Li | Zendy; Chao Xu | Zendy; Lai Hui | Zendy; Zongfang Zhou | Zendy

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Research on Simulation of Credit Risk of Credit Card based on Multi-Agent

Author(s) -

Shuai Li,

Chao Xu,

Lai Hui,

Zongfang Zhou

Publication year - 2014

Publication title -

procedia computer science

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.334

H-Index - 76

ISSN - 1877-0509

DOI - 10.1016/j.procs.2014.05.297

Subject(s) - computer science , credit card , credit card interest , credit reference , installment credit , credit risk , credit event , credit history , credit valuation adjustment , credit enhancement , control (management) , risk analysis (engineering) , finance , computer security , business , world wide web , artificial intelligence , payment

Banks are not able to identify every cardholder's credit information in their credit card business, so they can’t control the credit risk effectively. To solve this problem, this paper establishes a complex credit risk system of credit card business based on multi-agent. Simulation of different initial state of cardholders and types of cardholder in the credit card market is carried out. Through the analysis of the simulation, we believe that more attention should be paid to the “overdrafts contingency” cardholders by banks, in order to control the credit risk better and develop the credit card business

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