商业银行数据反欺诈系统框架  

Research on Establishing the Framework of Data Anti-fraud System for Commercial Banks

作　　者：杨雨[1] 武剑[2] 高明[3] 

机构地区：[1]北京理工大学管理与经济学院,北京100081 [2]中国建设银行风险管理部,北京100032 [3]中国人民银行征信管理局,北京100800

出　　处：《金融理论与实践》2005年第10期57-59,共3页Financial Theory and Practice

摘　　要：信用评级过程中商业银行单靠数据清洗无法根本剔除蓄意欺诈性数据。这就要求商业银行设计专门的系统和模型,以便有效地识别和防范数据欺诈行为。分析财务数据欺诈的类型,选取判定数据欺诈的指标,设计数据反欺诈模型系统,整合相应的业务流程,为商业银行实施评级系统提供重要的数据保障。In the course of credit rating, commercial banks are unable to eliminate fraudulent data at all through data cleaning. Thus, commercial banks are required to design special system and model in order to discern and guard against the fraudulent data effectively. This paper attempts to provide exact data for commercial banks＇ credit rating by analyzing the types of financial fraudulent data, determining the key indexes in judging fraudulent data, designing the system and model of data anti-fraud, and integrating the corresponding business procedures.

关 键 词：欺诈数据 财务报表欺诈 反欺诈系统 

分 类 号：F832.33[经济管理—金融学]