Yusong Qin
ABSTRACT
In this paper, on the basis of the existing bank lending schemes, first quantitatively from the enterprise strength, corporate reputation and the stability of supply and demand of three selected 6 most representative credit measure, to quantify credit risk model based on XGBoost decision tree is calculated for each corporate lending after the probability of default, in order to measure the possibility of its repayment on time, The function relation between annual interest rate and customer churn rate is fitted by curve, so as to perfect the constraint conditions, establish the mechanism of nonlinear programming model, and get the optimal credit strategy decision scheme of the bank. Finally, DNN neural network model is used to predict and verify the data, analyze the law of credit strategy, conduct robustness analysis and verify the rationality of the results. Thus it solves the problems of quantification of risk and optimal credit strategy in bank credit of small and medium-sized enterprises.
- Jiang Qiyuan, Xie Venus, Ye Jun Mathematical model. M Beijing: Higher Education Press, 2011.Google Scholar
- Wang Yuying Mathematical modeling and its software implementation Beijing: Tsinghua University Press, 2015.Google Scholar
- Guo Wei, Zhang Liguang, Liu Jia. Research on the credit risk measurement model of small and medium-sized enterprises – based on the empirical analysis of Shandong Province Dong Yue Theory Series, 2013, 34 (07): 58-61.Google Scholar
- Maha Saad Metawea, The role of financial institutions in supporting entrepreneurial success: Case of Egypt, American Journal of Business and Operations Research, Volume 1, Issue 1, PP: 36-51 , 2020Google ScholarCross Ref
- Ashish Sharma , Yogesh Sharma , Radhika Bansal , Sushant Verma, Implementation of Crowd Sale using ERC-20 Tokens, Journal of Cybersecurity and Information Management, Volume 2, Issue 1, PP: 05-12 , 2021Google Scholar
Recommendations
Trade Credit and Bank Credit: Evidence from Taiwan in the Global Financial Crisis
ICEE '12: Proceedings of the 2012 3rd International Conference on E-Business and E-Government - Volume 03This paper tests firms' financing trend that the causal relation between trade credit and bank credit around the time of the global financial crises. We find that greater financial crisis would cause firms to increasingly turn to their suppliers as a ...
Double-Layer Network Model of Bank-Enterprise Counterparty Credit Risk Contagion
Banks and enterprises constitute a multilayered, multiattribute, multicriteria credit-related super network due to financial transaction behaviors, such as credit, wealth management, savings, and derivatives. Such a network has become an important channel ...
Managing credit lines and prices for bank one credit cards
Wagner prize papersWe developed a method for managing the characteristics of a bank's card holder portfolio in an optimal manner. The annual percentage rate (APR) and credit line of an account influence card use and bank profitability. Consumers find low APRs and high ...
Comments