| 商户小额贷款信用评价模型 |
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| 引用本文： | 孟斌,迟国泰,龚玲玲.商户小额贷款信用评价模型[J].技术经济,2014(12):103-108. |
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| 作者姓名： | 孟斌 迟国泰 龚玲玲 |
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| 作者单位： | 大连理工大学工商管理学院,辽宁大连,116024 |
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| 基金项目： | 国家自然科学基金项目“基于违约风险金字塔原理的小企业贷款定价模型”(71171031)；国家自然科学基金项目“基于存量与增量叠加风险控制的全资产负债优化模型”(71471027)；教育部科学技术研究项目“信用风险评价理论与模型研究”(2011-10)；大连银行项目“大连银行小企业信用风险评级系统与贷款定价项目”(2012-01)；中国邮政储蓄银行总行小额贷款信用风险评价与贷款定价资助项目“小额贷款信用风险决策评价系统” |
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| 摘 要： | 针对商户小额贷款信用评价问题,分别利用G1法、CRITIC法和均值方差法进行赋权。然后遵循评价结果差异最小的思路,对基于3种单一赋权方法所得的权重进行组合赋权,建立了商户小额贷款信用风险评价模型。实证结果表明:与基于单一赋权方法所得的评价结果相比,基于组合赋权所得的评价结果具有最高的一致性,其误判率和漏判率也均是最低的。
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| 关 键 词： | 小额贷款 信用风险 信用评价 组合赋权 |
Credit Evaluation Model of Micro-Credit for Merchant |
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| Meng Bin,Chi Guotai,Gong Lingling.Credit Evaluation Model of Micro-Credit for Merchant[J].Technology Economics,2014(12):103-108. |
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| Authors: | Meng Bin Chi Guotai Gong Lingling |
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| Institution: | (School of Business Administration, Dalian University of Technology, Dalian Liaoning 116024, China) |
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| Abstract: | Aiming at the credit evaluation of micro‐credit for merchant ,this paper determines the indictors＇weights by G1 model ,CRITIC model and variance weighting model.Then following the idea of the minimization of evaluation result diversification ,it calculates the combination weight using the weights based on the above three weighting method ,and establishes the credit evaluation model of micro‐credit for merchant , and makes an empirical study.The result of empirical study shows that the evaluation result based on the combination weighting model have the best consistency and the lowest FRR and FAR. |
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| Keywords: | micro-credit for merchant credit risk credit evaluation combination weighting |
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