文章基本信息

标题：Credit Risk Assessment of Banks' Loan Enterprise Customer Based on State-Constraint
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作者：Renjing Liu ; Xuming Yang ; Xinyu Dong 等
期刊名称：COMPUTING AND INFORMATICS
印刷版ISSN：1335-9150
出版年度：2021
卷号：40
期号：1
页码：145-168
DOI：10.31577/cai_2021_1_145
语种：English
出版社：COMPUTING AND INFORMATICS
摘要：Commercial banks are facing increasingly complex enterprise loan customers and businesses. It is important for banks' enterprise loan business to efficiently assess credit risks. Our study builds an enterprise credit risk assessment model based on the state and constraint of bank and customer, and get empirical researches with RF, SVM and DT algorithms. The results show that our model has excellent performance with accuracy 99 % and great characteristic importance in the evaluation of enterprise credit risk. The study can provide important decision-making reference for bank loan business and enrich the theoretical system of bank credit risk research.
关键词：Credit risk assessment;state and constraint;enterprise loan;machine learning