Abstract
Artificial neural network algorithm has strong nonlinear mapping function. BP neural network algorithm is the representative of artificial neural network algorithm. Due to the relatively small scale of small, medium, and micro enterprises and lack of mortgage assets, the biggest market risk they usually face is credit risk. In order to avoid huge economic losses for banks, the impact of risk analysis on credit decision-making is the key. Therefore, the establishment of a scientific and complete credit risk assessment system has become the primary task. This paper mainly uses BP neural network algorithm to analyze the risk of small and medium-sized enterprises and solve the problem of credit decision-making. First, analyze the various influencing factors that cause credit risk, and layer the factors according to the degree of risk; secondly, use the fuzzy comprehensive evaluation method in mathematical modeling to rank each factor; then, use the fuzzy analytic hierarchy process to calculate the weight of each indicator factor as calculated by establishing the risk value function, using the function expression of the annual interest rate and the total credit formula to calculate the total credit, which solves the problem of the loan line of each enterprise, and use the optimal linear programming to give priority to the selection of the line and the interest rate. Enterprises: finally, for enterprises that do not have a credit rating, reasonable adjustments are made to the quota by establishing lending qualification expression, taking into account the impact of unexpected external factors, establishing an improved annual interest rate function, and achieving an optimized credit strategy through the establishment and solution of the model. The goal of optimizing credit strategy has been achieved.
Highlights
Due to the relatively small scale of small, medium, and micro enterprises and lack of collateral assets [1], banks usually rely on credit policies, corporate transaction bill information, and the influence of upstream and downstream companies to provide companies with strong strength and stable supply-demand relations and provide loans and give preferential interest rates to companies with high reputation and low credit risk
Banks first evaluate the credit risk of small, medium, and micro enterprises based on their strength and reputation and determine whether to lend and credit strategies such as loan limits, interest rates, and maturity based on factors such as credit risk
Because of the relevant data and loan interest rates of 302 companies with no credit records, the risk value cannot be calculated based on the reputation rating and default. erefore, the relationship between the average profit rate and the risk is mainly considered, and the function is obtained by fitting the data in Annex 1. is problem can be solved; use the function of problem 1 to get the annual interest rate of 203 companies; use the formula of problem 1 to calculate the quota of each enterprise, and use the combination optimization program and planning method to adjust the credit limit
Summary
Due to the relatively small scale of small, medium, and micro enterprises and lack of collateral assets [1], banks usually rely on credit policies, corporate transaction bill information, and the influence of upstream and downstream companies to provide companies with strong strength and stable supply-demand relations and provide loans and give preferential interest rates to companies with high reputation and low credit risk. Banks first evaluate the credit risk of small, medium, and micro enterprises based on their strength and reputation and determine whether to lend and credit strategies such as loan limits, interest rates, and maturity based on factors such as credit risk. (2) On the basis of question 1, conduct a quantitative analysis of the credit risk of the 302 companies in Annex 2 [2] and give the bank’s credit strategy for these companies when the total annual credit is 100 million yuan. Considering the credit risk of each company in Annex 2 and the impact of possible sudden factors (such as the novel coronavirus epidemic) on each company, the bank’s credit adjustment strategy when the total annual credit is 100 million yuan is given
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