小额贷款公司中小企业法人客户信用风险评估研究  

Assessment of Credit Risks about Microcredit Companies’Small and Medium Corporate Clients

作　　者：吕文栋[1] 肖杨[2] 赵杨[1] 

机构地区：[1]对外经济贸易大学商学院 [2]对外经济贸易大学国际商学院

出　　处：《科学决策》2012年第8期17-46,共30页Scientific Decision Making

基　　金：国家自然科学基金(70871023)

摘　　要：论文选取我国商业性小额贷款公司面临的信用风险作为研究对象,集中研究针对中小企业法人客户的小额贷款信用风险的评估。文章结合小额贷款公司经营模式和放贷对象的具体特点,基于软硬信息框架设计出一套适合我国小额贷款公司中小企业法人客户的信用风险评估体系,并通过层次分析法和模糊综合评价方法确定各个指标的权重配置。案例试算表明,该模型对于小额信贷公司的信用风险具有良好的评估效果,能为小贷公司的信用风险防范和信贷决策提供有效指导。This paper selects the credit risk faced by China＇ s commercial microcredit companies as a research object, and focus on credit risk assessment of SME corporate customers. Firstly, this paper conducts a literature review to understand the specific characteristics of credit risk about the microcredit company. Secondly, this paper introduces China＇s four state - owned commercial banks＇ assessment for credit risk of SME corporate clients or microcredit business. Then, this paper combines with the specific characteristics of the microcredit company, designs a credit risk assessment system for the SME corporate clients. Lastly, the paper uses the credit risk assess- ment system in a specific case, to provide some guidance to credit decision - making and prevent credit risl~ This paper uses theory and case studies, Analytic Hierarchy Process （AHP） is used to determine the weight of the credit risk assessment indicators, and conduct consistency test. The main conclusions of this paper include understanding the characteristics and design principles of the SME credit risk assessment, designing the credit risk assessment system for SME corpo- rate clients, determining the weights of assessment indicators and marking credit rating of SMEs and credit level criteria.

关 键 词：小额贷款公司:中小企业法人客户 信用风险评估 

分 类 号：F276.44[经济管理—企业管理]