Research Article
Credit Risk Quantification of Micro and Medium-Sized Enterprises and Optimization Model of Bank Credit Strategy
@INPROCEEDINGS{10.4108/eai.19-5-2023.2334351, author={Xuesong Wang and Yuhang Liu}, title={Credit Risk Quantification of Micro and Medium-Sized Enterprises and Optimization Model of Bank Credit Strategy}, proceedings={Proceedings of the 2nd International Conference on Bigdata Blockchain and Economy Management, ICBBEM 2023, May 19--21, 2023, Hangzhou, China}, publisher={EAI}, proceedings_a={ICBBEM}, year={2023}, month={7}, keywords={credit decision; analytic hierarchy process; nonlinear programming model}, doi={10.4108/eai.19-5-2023.2334351} }- Xuesong Wang
Yuhang Liu
Year: 2023
Credit Risk Quantification of Micro and Medium-Sized Enterprises and Optimization Model of Bank Credit Strategy
ICBBEM
EAI
DOI: 10.4108/eai.19-5-2023.2334351
Abstract
Combined with social hot spots and international political situation, this paper focuses on the credit decision of a bank to micro and medium-sized enterprises, and analyzes the impact and risk rating changes of enterprises in various industries under the actual unexpected factors such as the COVID-19 pandemic and the sanctions imposed by the United States on Chinese enterprises. Using analytic hierarchy process (AHP) and fmincon function to solve the optimal solution of nonlinear programming model, a multi-objective decision model based on AHP is constructed. Based on the relevant data of 123 enterprises with credit records, this paper draws the conclusion that the optimal credit strategy of a bank for 123 enterprises with credit records when the annual total credit is fixed, and the credit strategy of 302 enterprises under the influence of sudden factors, and puts forward reasonable suggestions for the bank based on the actual situation.
