Research on Quantitative Risk Control Evaluation of Enterprises and Optimization of Bank Credit Strategy

Jie Song

2022

Abstract

This paper focuses on the quantitative evaluation of enterprise credit risk and the comprehensive problem of bank’s decision on enterprise credit strategy under the background of big data.Firstly,the discrete credit rating is used to evaluate the enterprise’s reputation,and the standardized inbound and outbound sales are used to construct the index.The obtained evaluation matrix is used to evaluate the upstream and downstream influence of the enterprise by entropy weight method and TOPSIS model,and the effective vote ratio is used to evaluate the enterprise’s strength.Then,the three first-level indicators are used logistic regression,and the 0-1 variable U is used as the predictive variable to get the risk indicator of whether each enterprise will default.Then,nonlinear programming is adopted to solve the problem,and the monte Carlo method is used to simulate the solution with the objective function of maximizing the total income of the bank.By limiting the mean value of random number sequence,monte Carlo method is improved to improve the solving efficiency.Finally,the corresponding loan amount and interest rate of enterprises are obtained.

Paper Citation

in Harvard Style

Song J. (2022). Research on Quantitative Risk Control Evaluation of Enterprises and Optimization of Bank Credit Strategy. In Proceedings of the International Conference on Big Data Economy and Digital Management - Volume 1: BDEDM, ISBN 978-989-758-593-7, pages 731-736. DOI: 10.5220/0011269000003440

in Bibtex Style

@conference{bdedm22,
author={Jie Song},
title={Research on Quantitative Risk Control Evaluation of Enterprises and Optimization of Bank Credit Strategy},
booktitle={Proceedings of the International Conference on Big Data Economy and Digital Management - Volume 1: BDEDM,},
year={2022},
pages={731-736},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0011269000003440},
isbn={978-989-758-593-7},
}

in EndNote Style

TY - CONF

JO - Proceedings of the International Conference on Big Data Economy and Digital Management - Volume 1: BDEDM,
TI - Research on Quantitative Risk Control Evaluation of Enterprises and Optimization of Bank Credit Strategy
SN - 978-989-758-593-7
AU - Song J.
PY - 2022
SP - 731
EP - 736
DO - 10.5220/0011269000003440