Research on the Bank Credit Decision Model Based on Comprehensive Risk Assessment

Abstract

In real life, due to the relatively small scale of SMEs and the lack of mortgage assets, banks usually assess their credit risk based on credit policies, information on transaction notes of enterprises, upstream and downstream influence, and then determine whether to lend or not and credit strategies such as loan lines, interest rates and maturities based on factors such as credit risk. In this paper, a bank credit decision model is established. Considering the influence of three main factors on bank lending, namely, the strength of the enterprise, the stability of the operation of the enterprise and the credit rating of the enterprise, the code is compiled to perform data cleaning, invalid data is eliminated, the enterprise profit is calculated based on the input and output invoices, and then the enterprise is divided into three categories (general income level, middle income level and high income level) and scored through K-Means clustering analysis, and the enterprise strength rating model is established. Then, it combines with the established enterprise stability rating model to determine the size of the credit line, and then establishes an enterprise comprehensive credit rating model to determine the credit interest rate, forming the final credit decision model.