Author(s)

Ye Huiyi, Liu Xiaoqian, Yang Xinyu

Corresponding Author

Ye Huiyi

ABSTRACT

In this paper, the credit rating model of small and medium-sized enterprises is established by using the weighted credit rating model. The credit risk model is used to score the credit risk of small and medium-sized enterprises, and then it is classified into three grades after ranking. The credit risk model of sigmoid function is improved by using logistic curve (sigmoid function) to determine the allocation of credit line of each small and medium-sized enterprise. At the same time, the function model of income interest rate which reflects the loss caused by the loss rate of bank revenue customers is established, so as to determine the granting of different enterprise interest rates.

KEYWORDS

Credit strategy, interest rate limit, analytic hierarchy process, logistic regression curve