基于可信性理论的中小企业信贷风险评估

商业银行是中小企业最重要的外部融资渠道,但限于信息不对称等因素的制约,商业银行对中小企业的授信额度远不能满足其发展的需要.在此背景下,对中小企业的信贷风险进行科学评估,增强商业银行授信的安全性,是有效解决其融资难的重要措施.通过采用公理化的可信性测度和经典的层次分析法,本文构建一个基于可信性理论的风险评估模型.模型在评估多层次风险指标时,能够避免选取隶属函数存在主观性的问题.此外,可信性测度具有自对偶性,使得模型的评估结果更容易理解和接受.针对信贷风险多因素的复杂性,建立了商业银行信贷风险评估的多层次指标体系,并运用本文所提出的风险评估模型对中小企业的信贷风险进行评估,实例证明该模型的可行性与有效性.

Credit Risk Assessment in Small and Medium-sized Enterprises based on Credibility Theory

Commercial banks are the most important external financing channels for small and medium-sized enterprises,but limited to some factors,such as information asymmetry,the line of credit for commercial banks to small and medium-sized enterprises far cannot satisfy the needs of the development of them.In this context,it is an important measure to effectively solve the difficulty of financing by scientifically evaluating credit risk of small and medium-sized enterprises and enhancing the safety of credit activities by commercial bank.By introducing axiomatic credibility measure and classical analytic hierarchy process,this paper constructs a risk assessment model based on credibility theory.The model can avoid the subjective problem for selecting membership function when evaluate multi-level risk index.Moreover,credibility measure has self-duality,which makes the evaluation results are more easily understood and accepted.For the complexity of multiple credit risk factors,it establishes a multi-level index system for the credit risk assessment of commercial banks,and then evaluates the credit risk of small and medium-sized enterprises by the model proposed in this paper.The actual case demonstrates the feasibility and effectiveness of the model.