Enterprise Stratified Credit Strategy Based on RAROC Model

  • Yihan Shi Hangzhou Normal University
  • Qingjing Zhang Hangzhou Normal University
  • Yaner Yuan Hangzhou Normal University
Keywords: Logistic Regression, RAROC Model, Enterprise Credit Risk Assessment, Stratified Credit Strategy


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.


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Original research articles