Credit Risk Assessment of Banks' Loan Enterprise Customer Based on State-Constraint

Ren-jing Liu, Xuming Yang, Xiangmin Dong, Boyang Sun
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引用次数: 2

Abstract

Commercial banks are facing increasingly complex enterprise loan customers and businesses. It is important for banks' enterprise loan business to efficiently assess credit risks. Our study builds an enterprise credit risk assessment model based on the state and constraint of bank and customer, and get empirical researches with RF, SVM and DT algorithms. The results show that our model has excellent performance with accuracy 99 % and great characteristic importance in the evaluation of enterprise credit risk. The study can provide important decision-making reference for bank loan business and enrich the theoretical system of bank credit risk research.
基于状态约束的银行贷款企业客户信用风险评估
商业银行面临着日益复杂的企业贷款客户和业务。对银行企业贷款业务进行有效的信用风险评估具有重要意义。本研究建立了基于银行和客户状态和约束的企业信用风险评估模型,并对射频、支持向量机和DT算法进行了实证研究。结果表明,该模型在企业信用风险评价中具有良好的性能,准确率高达99%,具有较强的特征重要性。该研究可为银行贷款业务提供重要的决策参考,丰富银行信用风险研究的理论体系。
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