Credit Risk Assessment of Banks' Loan Enterprise Customer Based on State-Constraint

Authors

  • Renjing Liu School of Management, Xi’an Jiaotong University, Xi’an, China
  • Xuming Yang School of Management, Xi’an Jiaotong University, Xi’an, China
  • Xinyu Dong School of Management, Xi’an Jiaotong University, Xi’an, China
  • Boyang Sun School of Management, Xi’an Jiaotong University, Xi’an, China

DOI:

https://doi.org/10.31577/cai_2021_1_145

Keywords:

Credit risk assessment, state and constraint, enterprise loan, machine learning

Abstract

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.

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Published

2021-08-03

How to Cite

Liu, R., Yang, X., Dong, X., & Sun, B. (2021). Credit Risk Assessment of Banks’ Loan Enterprise Customer Based on State-Constraint. COMPUTING AND INFORMATICS, 40(1), 145–168. https://doi.org/10.31577/cai_2021_1_145

Issue

Vol. 40 No. 1 (2021): Computing and Informatics

Section

Articles