Author(s)

Huibing Yang ¹

Affiliation(s)

¹ Department of Administration, Jiageng College of Xiamen University, Zhangzhou, Fujian, 363105, China

Corresponding Author

Huibing Yang

ABSTRACT

This paper focuses on the credit decision problem of MSMEs. Based on the multi-objective planning model based on Topsis evaluation, the credit scheme for 123 enterprises with fixed total credit amount and its optimization scheme based on the multi-objective optimization model of game theory are formulated; a dual-objective planning model based on the principle of multiple allocations is established to give the credit scheme of banks for MSMEs under unexpected factors. Firstly, the epidemic is selected as the credit policy background, and the credit amount is allocated according to the principle of multiple allocations, taking into account the national situation and the operational essence of banks. Based on the social contribution rate of each industry, the lending rate of each industry is then calculated. Then, a secondary distribution was made within the industry by introducing indicators such as enterprise size and customer service rate, and using principal component analysis to score the creditworthiness of enterprises within each industry, which led to the conclusion that the annual interest rate for logistics and pharmaceutical enterprises was reduced and the credit amount was increased. Finally, the model was tested by searching the data related to the economic impact on Chinese MSMEs under the epidemic, and the reliability of the model was verified.

KEYWORDS

Topsis Evaluation, Game Theory Model, Multi-objective Planning, Genetic Algorithm

CITE THIS PAPER

Huibing Yang, A study on bank lending strategy based on multi-objective planning model. Financial Engineering and Risk Management (2022) Vol. 5: 14-21. DOI: http://dx.doi.org/10.23977/ferm.2022.050403.

REFERENCES

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