商业银行中小微企业信贷风险评估及策略研究

Research on Credit Risk Assessment and Strategy of Small,Medium and Micro Enterprises in Commercial Banks

针对中小微企业融资难,选取实力、信誉两方面的9个指标,对中国123家中小微企业的信贷风险进行评估.首先利用熵权法确定每个指标的权重,并基于此建立TOPSIS模型,对123家企业的信贷风险计算得分并排序;其次,根据信贷得分将企业分为4种类型;最后,结合国家政策及实际情况明确信贷利率范围,并利用非线性回归确定不同类型企业的贷款利率.研究结果表明,企业信贷风险与其业务经营状况有着显著相关关系,且对不同类型企业可针对性地设计不同信贷策略,并根据结果给出商业银行信贷管理的合理化建议.

In view of the difficulty of financing for small, medium and micro enterprises, selected nine indicators of strength and reputation, the credit risk of 123 small, medium and micro enterprises in my country is evaluated. First, the entropy method is used to determine the weight of each indicator, and based on this, the TOPSIS model is established to calculate and rank the credit risk of 123 companies. Second, the companies are divided into four types according to the credit score. Finally, combined with national policies and the actual situation clarifies the range of credit interest rates, and used nonlinear regression, the loan interest rates of different types of enterprises is determined. The research results show that there is a significant correlation between corporate credit risk and its business operating conditions, and different credit strategies can be designed for different types of companies. And reasonable suggestions for commercial bank credit management are given based on the results.