消费金融在发达国家是金融信贷市场中重要的组成部分，发挥着非常重要的作用。在我国，虽然消费金融公司也开始了试点工作，为其下一步的发展做准备，但从实际情况来看，消费金融公司也存在着较大的信用风险，因为我国的个人信用体系存在着诸多问题。由于受传统消费观念和不健全的法律制度的影响，我国的个人信用体系的发展远远滞后于经济发展水平，在很多方面都存在着一定的缺陷，难以为消费金融公司的发展和壮大提供强有力的后盾。因此，从消费金融公司能否健全发展这一角度来看，研究完善我国个人信用体系无疑具有着重要意义。 本文首先介绍了消费金融公司进行试点工作的背景以及国内外的学者和专家对个人信用体系的研究现状。随之，本文对消费金融公司和个人信用体系的相关概念和理论进行了界定，在此基础上，对比国外个人信用体系的成功经验，分析我国个人信用体系的现状及问题，探讨我国不完善的个人信用体系可能对消费金融公司产生何种影响。然后，本文借鉴西方国家的经验，对个人信用体系中十分重要的一环，个人信用评分模型进行选择和引用，并通过对比我国和西方国家的指标体系，依据一定的原则，建立本文所需的指标体系；再结合样本数据对个人信用评估模型进行检验和实证分析，验证模型对客户履约率的预测情况，并分析哪些指标能在模型的预测过程中起关键作用。 本文立足于消费金融公司这一角度，对我国个人信用体系进行研究。在研究基础上，提出构建和完善我国个人信用评估系统的相关建议，进而扩展到宏观层面上，对我国个人信用体系提出自己的建议。

Consumer finance company is a financial institution taking the aim at providing consumer loans. In developed countries, consumer finance is an important part of the financial and credit markets, it plays a very important role in the daily consumption demand particularly. In China, although the consumer finance companies began a pilot project to prepare for its next phase of development, there are big risks in consumer finance companies, especially credit risk according to the actual fact. Because the personal credit system in China has many problems. Because of the impact of the traditional concept of consumption and the legal system, China personal credit system is far behind the development of the economic development level, there is a certain number of aspects defects in the assessment system, the credit standards, credit bureaus, credit data, it is difficult to provide backup force for the consumer finance company’s development and growth. Therefore, the perfect personal credit system of our country undoubtedly has an important meaning for the development of consumer finance company. This paper firstly introduced the background of the pilot work on consumer finance companies and summarized the present situation of the scholars and experts on the research status of personal credit system at home and abroad. Then, the paper defined related concepts of consumer finance companies and personal credit system and theories. On this basis, this paper analyzed the present situation of personal credit system whose development was restricted by two factors in contrast to personal credit system of foreign successful experience, and analyze the likely affect of personal credit system which was not perfect to consumer finance company. Then this paper selected the appropriate mathematical models for one of the most important topics in personal credit system, by drawing on experience of western countries. According to certain principle, this paper established a required index system through the comparison between China and the western countries, then took examinations and empirical analysis on individual credit evaluation models based on the sample data, validate the accuracy of the customer execution in the model, and analyzes the predicted what index in model predictions can play a key role in the process. This paper made a study of personal credit system of our country from the angle of the consumer finance companies. Based on the research, this paper presented some relevant recommendations on improving the personal credit evaluation system. Proceed to the next step, this paper expanded to propose for personal credit system on the macroscopic level in China.