Shi Qingyan, director of Statistical Theory Research Office of National Bureau of Statistics, gave a Special Lecture at our school


 
At 12:30 p.m. on March 19, 2015, Researcher Shi Qingyan, director of Statistical Theory Research Office of National Bureau of Statistics, gave a Special Lecture entitled “Crediting Rating- Modeling Approach and Its Application” at RM 611 in East Siyuan Building at the invitation of Economics College. The lecture was presided over by Prof. Bu Wei and was attended by many teachers, particularly Prof. Tong Qiong, etc., and some postgraduates from the college.

Director Shi started from the necessity in the realistic credit scoring, introducing the definition and classification of the credit scoring and also briefly reviewing the history of the credit scoring methods. Later, Director Shi focused on the development flow of credit scoring models by combining the typical examples: data preparation, variable definitions and grouping, model packetizaiton, the method for building the score card, measuring the performances of the score cards and the implementation, monitoring and follow-up of the score cards. At last, he compared with the traditional credit scoring and several aspects related to the service targets, dada format, data type, models and number of the variables of the credit scoring based on the Big Data and also put forward his thoughts about the credit scoring based on the Big Data, pointing out that the Big Data technology has rendered it possible: “All data are the credit data”. The huge and massive and seemingly useless data can be transformed into the credit data through the cleaning, matching, integration and mining. The difficulty in fully interpreting the Big Data Analysis Model also challenges the credit risk management. 

The teachers and postgraduates attending the lecture gave the active response and conducted the in-depth discussion and exchange of various ideas about the relevant problems and the lecture came to a satisfactory close.

Shi Qingyan, graduated in 2004 from Guanghua School of Management, Peking University with Ph.D in Management (Doctor of Philosophy in Management) in 2004, currently serves as the director of Statistical Theory Research Office under Institute of Statistical Science of National Bureau of Statistics. His research fields are mainly involved withApplied Statistics and Applied Econometrics. He excels in effectively applying the statistical methods into the analysis of the socioeconomic issues with the preeminent achievements in the personal credit scoring modeling. He has published the first Chinese research book in the credit scoring field entitled "Personal Credit Scoring Model and its Application".