商户小额贷款信用评价模型

Credit Evaluation Model of Micro-Credit for Merchant

针对商户小额贷款信用评价问题,分别利用G1法、CRITIC法和均值方差法进行赋权。然后遵循评价结果差异最小的思路,对基于3种单一赋权方法所得的权重进行组合赋权,建立了商户小额贷款信用风险评价模型。实证结果表明:与基于单一赋权方法所得的评价结果相比,基于组合赋权所得的评价结果具有最高的一致性,其误判率和漏判率也均是最低的。

Aiming at the credit evaluation of micro‐credit for merchant ,this paper determines the indictors＇weights by G1 model ,CRITIC model and variance weighting model.Then following the idea of the minimization of evaluation result diversification ,it calculates the combination weight using the weights based on the above three weighting method ,and establishes the credit evaluation model of micro‐credit for merchant , and makes an empirical study.The result of empirical study shows that the evaluation result based on the combination weighting model have the best consistency and the lowest FRR and FAR.