Author(s)

Zheng Zihao, Liu Ye, Zhao Tao

Corresponding Author

Zheng Zihao

ABSTRACT

The bank is a financial institution with profit as its ultimate goal. On the one hand, its credit decision-making process can reduce the bank's lending risk and ensure the bank's income stability. On the other hand, it can urge enterprises to standardize their operation, strengthen their own credit construction, and form a good social competition environment, which has important practical significance. For the enterprises with credit rating, this paper first establishes the credit risk evaluation index system to evaluate the enterprise credit risk from the enterprise strength, reputation, management ability and other aspects. Because of the large number of indicators, the factor analysis method is used to reduce the dimension of the indexes. In order to verify whether the enterprise credit rating can be evaluated according to the TOPSIS score, this paper establishes a RBF neural network model. At the same time, a linear regression model is established to fit the annual interest rate of bank loans and customer churn rate. In order to study the impact of sudden factors on different industries, the data before the impact of sudden factors on the industry is used for function fitting through the cfool toolbox of MATLAB.

KEYWORDS

Factor analysis, TOPSIS with weight, entropy weight method, K-means clustering, cfool fitting