企业资信等级的定性定量评估模型研究

A study of enterprise credit quantitative and qualitative evaluation model

准确的企业资信评级一方面可以有效避免对金融机构信息传递的非对称性,另一方面也可以使企业降低融资成本。笔者结合我国国有商业银行和股份制商业银行的信贷审批工作,构建企业资信评估指标体系,通过灰色评价理论和模糊数学方法,提出了一种新的定性和定量相结合的评价模型。实证结果表明,以此得到的企业资信评级结果有较高的可信度和准确度。

An accurate enterprise credit evaluation can efficiently avoid the asymmetry of the information which the finance institute transfers; on the other hand, the enterprise can bring the financing cost down. According to the loan examination and approval of our state-owned and stock industry banks, the index system of ECE is constructed. Then, a new enterprise credit evaluation model based on gray theory and fuzzy mathematics is proposed, which combines quantitative analysis with qualitative analysis. Finally, an example is given and the result shows good reliability.