商户小额贷款决策模型被引量：3

Decision Model on Petty Loan for Merchants

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摘要根据"信用等级越高的客户对应的违约损失率越低"的标准进行信用等级划分。利用由中国银监会规定的最低核心资本充足率推导的贷款最低目标利润率,测算出银行可承受的最大年违约损失率,从而确定商户小额贷款的临界信用级别,并利用中国某全国性大型商业银行的2047个商户的数据进行了实证检验。 Based on the principle of ＂the higher credit rating,the lower loss given default（LGD）＂,this paper conducts the credit rating of merchants.And it calculates the maximum annual LGD which the bank is able to bear by using the lowest target profit rate for loan deducted from lowest core capital adequacy rate set by CBRC,and determines the critical credit rating of petty loan for merchants.Finally,it uses the data of2047 merchants of some commercial bank in China to study empirically.

作者迟国泰龚玲玲

机构地区大连理工大学管理与经济学部

出处《技术经济》 CSSCI 北大核心 2016年第4期98-103,共6页 Journal of Technology Economics

基金国家自然科学基金项目"基于违约风险金字塔原理的小企业贷款定价模型"(71171031) 国家自然科学基金项目"基于存量与增量叠加风险控制的全资产负债优化模型"(71471027) 国家自然科学基金青年科学基金项目"基于风险等级匹配和普惠金融双重约束的农户小额贷款信用评级研究"(71503199) 国家自然科学基金青年科学基金项目"基于信用等级随机迁移的资产负债组合优化模型"(71301017) 国家自然科学基金青年科学基金项目"基于不均衡支持向量机的小企业信用风险评价理论与模型"(71201018)

关键词小额贷款贷款决策信用评级 petty loan loan decision credit rating

分类号 F832.4 [经济管理—金融学]

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参考文献18

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