基于生存分析的P2P网络借贷违约风险影响因素研究  

Determinants of Default Risk in Online P2P Lending Based on Survival Analysis

作　　者：李思瑶[1] 王积田[1] 柳立超 

机构地区：[1]东北农业大学经济管理学院 [2]中信证券股份有限公司哈尔滨营业部

出　　处：《经济体制改革》2016年第6期156-160,共5页Reform of Economic System

摘　　要：P2P网络借贷平台蓬勃发展,但其借款人违约现象不可忽视。对影响借款人违约风险的因素进行研究,有利于平台和投资者合理规避风险。本文以"人人贷"数据为样本,运用生存分析模型进行实证研究。结果表明,借款利率、借款期限对P2P网络借贷的违约风险有正向影响;借款人所处地理位置、收入、学历及信用评级有负向影响;借款金额、用途、借款人的性别、年龄、婚否、房贷和车贷情况没有显著影响,并针对P2P平台及投资者提出建议。Online P2P lending is developing fast, the default risk of borrowers cannot be ignored. From the research of factors explaining loan default is helpful for lenders to reduce risks. The empirical study is based on the data collected from ＂Renren Dai＂ that are using survival analysis to verify. Results show that borrowers＇ loan interest rates and duration on the default risk is significantly positive impact; borrowers＇ education level, location, income and credit scoring on the defauh risk is significantly negative impact; borrowers＇ loan amount, gender and age has no obvious correlation. At last suggestions for P2P platforms are given.

关 键 词：P2P网络借贷 违约风险 生存分析 

分 类 号：F830.39[经济管理—金融学]