Author(s)

Chuanbo An ¹, Yu Pei ¹, Yahui Wang ¹, Lingyi Wu ¹

Affiliation(s)

¹ School of Statistics and Applied Mathematics, Anhui University of Finance and Economics, Bengbu, Anhui, 233030, China

Corresponding Author

Chuanbo An

ABSTRACT

This paper builds a multi-level quantitative evaluation system for credit risk, average the weights obtained by three different methods, and use this indicator system to establish a credit risk grading model based on comprehensive evaluation to achieve credit Quantification of risk. Secondly, by establishing a comprehensive evaluation index threshold, the enterprises that exceed the threshold are removed twice; by establishing a credit amount double-mapping hierarchical ladder model, the credit risk level of the enterprise is mapped to the bank credit amount; finally, by considering the credit rationing theory Considering the relationship between the churn rate and interest rates of companies with different credit ratings, the minimum corresponding interest rate of the slope of the fitting curve is defined as the bank’s optimal interest rate, and then the interest rates of companies with different credit ratings are graded; finally, comprehensive consideration is given to whether credit, Three aspects of credit line and preferential interest rate give the specific content of bank credit strategy.

KEYWORDS

Ahp comprehensive evaluation, Cftool toolbox, Rationing theory, Matlab

CITE THIS PAPER

Chuanbo An, Yu Pei , Yahui Wang , Lingyi Wu. Analysis of Bank Credit Strategy Based on Ahp Comprehensive Evaluation. Financial Engineering and Risk Management (2021) 4: 28-34. DOI: http://dx.doi.org/10.23977/ferm.2021.040304

REFERENCES

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[3] Wang Miao. Research on Proportional Risk Sharing of Credit Guaranteed Loans for Small, Medium and Micro-sized Enterprises -- A Two-party Cooperative Game Model for Government Subsidities [J]. Business Economics and Management,2017(03):62-68.
[4] Lin Lefen, Li Xuan. The Impact of Heterogeneity of Banking Financial Institutions and Loan Technology on Credit Availability of Small, Medium and Micro Enterprises: Based on the Questionnquestionnaire of 128 Commercial Banks [J]. University, 2017 (03) : 91-99.
[5] Lin Lefen, Li Yongxin. Journal of Nanjing University (Philosophy, Humanities and Social Sciences),2016,53(06):39-48+155. (in Chinese)
[6] Jiang Qiyuan, Xie Jinxing, Ye Jun, Mathematical Model (3rd edition), Beijing, Higher Education Press, 2006.9.12

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