Credit decision based on Credit risk assessment index system

Abstract

The loan fund allocation of banks to small and medium-sized enterprises should not only maximize the interests of banks, but also ensure that enterprises are allocated an appropriate amount of loans. First of all, carry on the data preprocessing, because the credit rating of the enterprise directly determines whether the bank lends to it or not, so as to eliminate the data of the enterprises that do not lend. Secondly, five quantitative analysis indexes, namely, total output tax, total input tax, profit, credit rating and default or not, are selected to quantitatively analyze the risk of each enterprise by establishing a fuzzy comprehensive evaluation model. In order to avoid subjectivity, the coefficient of variation method is used to calculate the index weight of each index of the fuzzy comprehensive evaluation model, and the weighted average method is used to determine the fuzzy comprehensive evaluation result. Establishment of credit risk assessment index system. Then, from the point of view of maximizing bank profits, the bank-to-enterprise credit strategy is formulated according to credit risk and credit policy, which is reflected by lending, loan line, interest rate and term. Because the exact value of the total credit of the bank is not given, when formulating the credit strategy, the credit line of each enterprise is reflected by the proportion of the enterprise credit line to the total credit line. In order to maximize bank profit, a linear optimization model of interest rate and customer turnover rate is established to fix customer loss and maximize bank interest rate.