摘要
由于中小微企业存在经营规模小、抗风险能力弱和治理结构不完善等特点,导致中小企业信贷存在较大的风险和不确定因素。因此,在分析中小微企业信贷风险的基础上,确定其信贷策略已经成为商业银行面临的紧迫问题。本文针对中小微企业的信贷策略问题,建立基于熵权TOPSIS的信贷风险评估体系,对其信贷风险进行量化分析,引入RAROC资本收益率来为贷款定价,使用支持向量机作信誉评级,通过收益最大化、风险分散化来确定信贷策略。
Due to the small scale of operation,poor anti-risk ability,and imperfect governance structure of small and medium-sized enterprises,the credit of small and medium-sized enterprises is exposed to greater risks and uncertainties.Therefore,on the basis of analyzing the credit risk of small and medium-sized micro enterprises,it has become an urgent problem for commercial banks to determine their credit strategies.Aiming at the credit strategy of small and medium-sized micro enterprises,this paper establishes a credit risk evaluation system based on Entropy TOPSIS,makes a quantitative analysis of its credit risk,introduces RAROC rate of return on capital to price the loan,uses support vector machine to make credit rating,and determines the credit strategy through revenue maximization and risk diversification.
作者
张海藤
ZHANG Haiteng(Chengdu University of Technology)
出处
《中国商论》
2021年第14期88-92,共5页
China Journal of Commerce
作者简介
张海藤(2001-),女,汉族,黑龙江哈尔滨人,本科在读,成都理工大学管理科学学院,研究方向:大数据分析。
