基于优化模型的中小微企业信贷策略研究

Research on Credit Strategy of Micro, Small and Medium Enterprises (MSME) Based on Optimization Model

摘要: 中小微企业规模较小、缺少抵押资产，因此银行通常是依据企业的交易票据信息和影响力等因素制定贷款策略，并对信誉高、信贷风险小的企业给予利率优惠。基于此，建立一个以平均客户流失率的阈值为约束条件，银行的贷款收益最优化的模型。计算企业抗风险得分、资产实力得分、企业违约情况，从而确定对企业是否放贷及贷款额度、利率和期限等信贷策略。

Abstract: MSME are small in scale and lack mortgage assets. Therefore, banks usually formulate loan strategies based on factors such as the information and influence of the enterprise’s transaction bills, and give preferential interest rates to enterprises with high reputation and low credit risk. Based on this, a model that optimizes the bank’s loan income with the threshold of the average customer churn rate as a constraint is established. The company’s anti-risk score, asset strength score, and corporate default are calculated, so as to determine whether to lend to the company and the credit strategy such as loan quota, interest rate and term.