Research Article
Research on Credit Decision of Small and Medium-Sized Enterprises by Risk Quantification Model
@INPROCEEDINGS{10.4108/eai.18-11-2022.2326867, author={Kexin Huang and Kehan Wei}, title={Research on Credit Decision of Small and Medium-Sized Enterprises by Risk Quantification Model}, proceedings={Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China}, publisher={EAI}, proceedings_a={ICEMME}, year={2023}, month={2}, keywords={quantitative analysis; credit strategy; combination weight; risk coefficient}, doi={10.4108/eai.18-11-2022.2326867} }- Kexin Huang
Kehan Wei
Year: 2023
Research on Credit Decision of Small and Medium-Sized Enterprises by Risk Quantification Model
ICEMME
EAI
DOI: 10.4108/eai.18-11-2022.2326867
Abstract
Small and medium-sized enterprises are an important force in China's economic and social development. Since the reform and opening up, the proportion of small and medium-sized enterprises in China's economic structure has gradually increased, and the scale of bank credit services for small and medium-sized enterprises is also expanding. For banks, making credit decisions and maximizing income are the key problems faced by banks at present. Based on the big data analysis, this paper forecasts the enterprise credit risk coefficient by constructing the enterprise credit risk quantitative model, and determines the enterprise's annual loan limit and annual interest rate by studying the relationship between each credit grade and customer churn rate, to make the best credit strategy for the bank. The results show that the credit risk coefficients of most enterprises are between 0.4-0.6, and when the total amount of bank loans is a fixed value, the annual interest rate is basically about 7%, and the bank income will reach the maximum. In addition, the credit risk quantification model constructed in this paper has certain generalizations, and is of great significance of the judgment on bank credit decision-making from a quantitative point of view.