基于AHP模型的武汉市信用评级方法研究  

Research on Credit Rating Method in Wuhan Based on AHP Model

作　　者：丁晓磊 DING Xiaolei(College of Finance,Zhejiang University of Finance&Economics,Hangzhou 310018,Zhejiang,China)

机构地区：[1]浙江财经大学金融学院,浙江杭州310018

出　　处：《武汉职业技术学院学报》2023年第4期67-72,共6页Journal of Wuhan Polytechnic

基　　金：2022年国家大学生创新创业训练项目课题“利用北交所助力浙江中小企业高质量发展研究”(项目编号:202211482021)。

摘　　要：近年来,中国地方政府债务规模过度膨胀的问题逐渐凸显,其风险敞口特征的改变使地方政府信用评级体系亟待完善。通过建构层次分析法(AHP)模型配置了武汉市各评级指标的影响权重,进而使用Stata软件对武汉市各评级指标在中国所有地级市数据中的分位点进行统计,最终结合武汉市的实际发展情况完成评级并提出建议。结合运用AHP模型与数据分析法的方式,进一步降低主观因素对信用评级过程的影响,对目前的评级体系进行优化,使信用评级结果尽量科学化、合理化。In recent years,the problem of excessive expansion of local government debt scale in China has gradually become prominent,and the change of its risk exposure characteristics makes it urgent to improve the local government credit rating system.This paper constructs the Analytic Hierarchy Process(AHP)model to configure the influence weight of each rating index in Wuhan,and then uses Stata to calculate the quantiles of each rating index in the data of all prefecture-level cities in China,and finally completes the rating and puts forward suggestions based on the actual development of Wuhan.Combined with the AHP model and data analysis method,the influence of subjective factors on the credit rating process is further reduced,the current rating system is optimized,and the credit rating results are more scientific and rationalized.

关 键 词：信用评级 层次分析法(AHP)模型 分位点 数据分析法 

分 类 号：F832.39[经济管理—金融学]