Aiming at the problem that the imbalance of datasets in credit risk assessment affects the prediction effect of the model， a credit risk prediction model based on Borderline Adaptive Synthetic Minority Oversampling TEchnique （BA-SMOTE） and Focal Loss-Light Gradient Boosting Machine （FLLightGBM） was proposed. Firstly， on the basis of Borderline Synthetic Minority Oversampling TEchnique （Borderline-SMOTE）， the adaptive idea and new interpolation method were introduced， so that different numbers of new samples were generated for each minority sample at the border， and the positions of the new samples were closer to the original minority sample， thereby balancing the dataset. Secondly， the Focal Loss function was used to improve the loss function of LightGBM （Light Gradient Boosting Machine） algorithm， and the improved algorithm was used to train a new dataset to obtain the final BA-SMOTE-FLLightGBM model constructed by BA-SMOTE method and FLLightGBM algorithm. Finally， on Lending Club dataset， the credit risk prediction was performed. Experimental results show that compared with other imbalanced classification algorithms RUSBoost （Random Under-Sampling with adaBoost）， CUSBoost （Cluster-based Under-Sampling with adaBoost）， KSMOTE-AdaBoost （K-means clustering SMOTE with AdaBoost）， and AK-SMOTE-Catboost （AllKnn-SMOTE-Catboost）， the constructed model has a significant improvement on two evaluation indicators G-mean and AUC （Area Under Curve） with 9.0%-31.3% and 5.0%-14.1% respectively. The above results verify that the proposed model has a better default prediction effect in credit risk assessment.