Author(s)

Tiantian Wang ¹

Affiliation(s)

¹ School of Economics and Finance, International Studies University, Shaanxi, Xi 'an, 710100

Corresponding Author

Tiantian Wang

ABSTRACT

With the rapid development of small and medium-sized enterprises, banks need to establish a sound credit risk identification system. This paper makes a quantitative analysis on the credit risk of 302 enterprises without credit records, and gives the bank's credit strategy for these enterprises when the total annual credit amount is 100 million yuan. Using ID3 decision tree learning algorithm to predict the credit risk level of 302 enterprises, the credit strategies of 302 enterprises are obtained.

KEYWORDS

decision tree, credit risk, decision optimization model

CITE THIS PAPER

Caifeng Liu. Research on Bank Credit Model Based on Decision Tree. Financial Engineering and Risk Management (2021) 4: 78-81. DOI: http://dx.doi.org/10.23977/ferm.2021.040509.

REFERENCES

[1] Xie Liang; Li Ning; Credit risk of private enterprises and preventive measures [J]; Journal of Inner Mongolia University of Finance and Economics; Issue 01, 2013
[2] Xing Zhe; Song Zhiqing; ; Analysis of credit advantages of small and medium-sized banks under credit market segmentation [J]; Financial forum; Issue 07, 2010
[3] An Weigang. Multi-objective optimization method

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