Enterprise Stratified Credit Strategy Based on RAROC Model
Abstract
Nowadays, as an important part of the national economy, small, medium and micro enterprises play an essential role, but its own small scale and high risk characteristics, need to make reasonable credit decisions. Therefore, this article studies the credit risk assessment and strategies of small, medium and micro enterprises. According to the data provided, we consider net sales margin, total number of projects, credit rating and other factors to establish an enterprise credit risk assessment model, and classify enterprises into levels according to the risk rates. Based on the analysis of RAROC model, the corresponding optimal credit strategy is determined to provide feasible credit support to promote the development of enterprises.References
Wang Jisheng. Credit behavior analysis of small and micro enterprises and banks: Based on the perspective of evolutionary game[J]. Times Finance,2015(06):97-100+108.
Zhang Jiafeng. Optimal combination model of bank credit assets under fuzzy strategy[J]. Journal of Chongqing Technology and Business University (Natural Science Edition), 2003(05):30-33.
Liang Han. Research on credit risk identification and prevention strategies for small and micro enterprises of industrial and commercial bank of M city [D]. Southwest University of Science and Technology,2019.
Zhou Ke. The methodology of corporate customer stratification based on the perspective of commercial bank[J]. Finance Theory & Practice, 2014,000(010):45-47.
Liu Xinjun, Zhou Hongwei. Improvement and application of RAROC loan pricing method for commercial banks[J]. Statistics & Decision,2009(06):164-167.
Copyright (c) 2021 Yihan Shi
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Authors contributing to the journal agree to publish their articles under the Creative Commons Attribution-Noncommercial 4.0 International License, allowing third parties to share their work (copy, distribute, transmit) and to adapt it, under the condition that the authors are given credit, that the work is not used for commercial purposes, and that in the event of reuse or distribution, the terms of this license are made clear.