我国商业银行小微企业申请评分卡构建及验证研究

Research on The Application Card on Small Enterprise in The Commercial bank

本文采用相关数据挖掘技术,对商业银行小微企业客户的风险计量模型进行设计和构建。首先根据客户相关信息及行为变量,分析总结了不同客户群体的行为特征;然后通过分析小微企业客户的相关客户信息以及信用状况等信息,构建相关建模备选变量;在此基础上,采用国际先进银行通用的建模方法,进行了风险评分模型实证分析。结果表明,通过应用小微企业客户的基本信息、征信信息、合同信息等指标,构建的回归模型具有较好的风险识别能力和区分度,各项检验结果较为合理,对于商业银行小微企业业务的风险管理能力提升具有一定现实参考意义。

The paper used risk measurement model on Small Enterprise at commercial bank. The Scorecard is designed and built by using ideas on big data and techniques on data mining. First, according to the small enterprise-related information and behavior- al variables, small enterprises are classified into several groups based on the decision tree method, The behavior characters of dif- ferent small enterprise groups are also analyzed and summarized. Then, the empirical analysis on risk scoring model is conducted by taking small enterprises as an example. The results show that the risk model design of small enterprise based on big data analy- sis is capable of both identifying and distinguishing the risk with reasonable test results. This study which provides empirical evi- dence for the commercial banks to build risk management tools and improve risk management of small enterprise has realistic sig- nificance.