The idea of using Big Data as an instrument of risk management is popular in China; companies across industries including internet finances, credit firms and the retail department of commercial banks targeting consumption loan as their major market are predominated clients of the service. The source of massive data, however, appears to be problematic. The external input source of personal information can be tracked back to three departments, namely national citizen identity card number information center, the three teleservice providers that implement the real name registration system and banks operating in China. Presently, the illegal search, leak and use of personal data have reached a serious, uncontrollable stage.