中小微企业风险评估后的信贷策略研究  

Research on Credit Strategy after Risk Assessment of Small,Medium and Micro Enterprises

作　　者：费靖茹 杜凯欣 郝培婷 FEI Jingru;DU Kaixin;HAO Peiting(School of Mathematical Sciences,Inner Mongolia University;College of Physical Science and Technology,Inner Mongolia University)

机构地区：[1]内蒙古大学数学科学学院 [2]内蒙古大学物理科学与技术学院

出　　处：《中国商论》2021年第9期97-99,共3页China Journal of Commerce

摘　　要：本文主要针对某银行对中小微企业信贷策略的研究,利用在年度信贷总额固定的前提下,作了信贷市场发展前景,采用层次分析法、Logistic回归模型,借助Excel、RStudio、Matlab数值分析软件,结合客户画像体系评估中小微企业的风险等。首先针对不同信誉评级下的客户流失度和贷款年利率,构建客户流失预警模型,将中小微企业按客户流失度划分为三种类型;其次结合函数关系图像得出不同信誉评级、不同客户流失度下的信贷额度区间和贷款年利率区间,针对一些突发因素,构建负激励的防止道德风险模型,从而对信贷风险管理中贷款人违约的道德风险进行控制,降低信贷风险产生的可能性,使得贷款双方利益最大化;最后结合现实因素,增加相关约束条件,在银行年度信贷总额固定以及信贷风险较低时,为使得银行信贷获利最大化,我们通过建立线性规划模型,从而得出信贷额度和信贷利率的数量关系,给出该银行在年度信贷总额固定时对这些企业的信贷策略。This paper mainly aims at the research of credit strategy of small and medium-sized and micro enterprises in a bank,and forecasts the development prospect of credit market on the premise of fixed annual total credit.The risk of small and mediumsized and micro enterprises is evaluated by using analytic hierarchy process,logistic regression model,Excel,RStudio and MATLAB software,and customer portrait system.Firstly,according to the customer churn degree and loan interest rate under different credit rating,the early warning model of customer churn is constructed,and the small and medium-sized and micro enterprises are divided into three types according to the customer churn degree.Secondly,the credit line range and annual interest rate range under different credit rating and customer churn degree are obtained by combining with the functional relationship image.In view of some unexpected factors,this paper constructs a negative incentive moral hazard prevention model,so as to control the moral hazard of the lender’s default in credit risk management,reduce the possibility of credit risk,and maximize the interests of both sides of the loan.Finally,combined with the practical factors,we increase the relevant constraints.In order to maximize the bank’s credit profit when the bank’s annual total credit is fixed and the credit risk is low,we establish a linear programming model to obtain the quantitative relationship between the credit line and the credit interest rate,and propose the bank’s credit strategy for these enterprises when the bank’s annual total credit is fixed.

关 键 词：层次分析 LOGISTIC回归 客户流失预警模型 道德风险模型 风险评估 

分 类 号：F279.23[经济管理—企业管理]