Academic Journal of Business & Management, 2021, 3(5); doi: 10.25236/AJBM.2021.030505.
Xiaoxiao Zhan1, Xueyan Li1, Wendong Su2
1Faculty of Statistics and Applied Mathematics, Anhui University of Finance and Economics
2School of international trade and economics, Anhui University of Finance and Economics, Anhui, Bengbu, 233000
In order to solve the problem of bank credit risk quantification and credit alloca-tion strategy for small, medium and micro enterprises, This paper deals with the data indicators of 123 enterprises with credit records, Logistic regression model and RAROC (risk-adjusted return) model are used comprehensively, the default probability of an enterprise is obtained as the quantitative result of credit risk, and according to the risk quantification results to develop credit strategy. Finally, comprehensive consideration of a variety of emergent factors on the different impact of enterprises, and make adjustments to your credit strategy.
Credit risk quantification; Credit strategy; Logistic; RAROC
Xiaoxiao Zhan, Xueyan Li, Wendong Su. Comprehensive Study of Small Micro-Enterprise Credit Risk Quantification and Credit Decisions. Academic Journal of Business & Management (2021) Vol. 3, Issue 5: 28-34. https://doi.org/10.25236/AJBM.2021.030505.
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