Identification of credit risk of personal loan in commercial bank based on SVM

Guard against financial risks, reduce bad loans, increase the ability to identity risk of commercial banks, the key is risk warning. In view of the increasing proportion of personal loans in banking business, it is particularly important to warning personal loans credit risk. Commercial bank lending itself is a complex nonlinear system, using general linear theory is difficult to objectively reflect the laws of this, this paper uses SVM(support vactor machine). Personal loan credit index first constructed, and then use SVM to identify risk. Results showed that SVM plays an important role in identifying risk in personal loans.