基于熵权法的中小微企业信贷策略研究

段钧瀚 陈洋 瞿龙 向佳颖 赵慕真

【摘  要】论文主要针对中小微企业的信贷策略进行了相关研究，利用熵权法求解出企业贷款策略的最优解。首先将123家企业的信贷风险影响因素量化，经熵权法得出各公司的整体优先指数，得到88家企业按优先指数大小排序;其次选择k-means聚类分析对得出的各企业优先指数进行聚类分析，对得出档位进行分级，划分为4档;最后通过各代表企业的贷款数额与其对应信誉评级的贷款利率相乘后，所得的银行最大盈利值对应的年利率即为最优年利率，为4.65%。

【Abstract】This paper mainly focuses on the research of credit strategies of small， medium and micro enterprises. The entropy weight method is used to solve the optimal solution of enterprise loan strategies. Firstly， the credit risk influencing factors of 123 enterprises are quantified， and the overall priority index of each company is obtained by entropy method， and 88 enterprises are ranked according to the priority index. Secondly， k-means clustering analysis was used to carry out cluster analysis on the obtained priority index of each enterprise， and the obtained stalls were classified into four grades. Finally， after the loan amount of each representative enterprise is multiplied by the loan interest rate of the corresponding credit rating， the annual interest rate corresponding to the maximum profit value of the bank is the optimal annual interest rate， which is 4.65%.

【關键词】熵权法;聚类分析;贷款额度

【Keywords】entropy method; cluster analysis; loan limit

【中图分类号】F832.4;F276.3                                             【文献标志码】A                                                 【文章编号】1673-1069（2021）06-0098-02

1 引言

在实际中，对于中小微企业银行通常是依据信贷政策、企业的交易票据信息和上下游企业的影响力，向实力强、供求关系稳定的企业提供贷款，并可以对信誉高、信贷风险小的企业给予利率优惠。银行首先根据中小微企业的实力、信誉对其信贷风险作出评估，这些指标可以分别从年资金流量、信誉等级等方面进行评估，然后通过熵权分析法进行评判信贷风险等因素来确定是否放贷及贷款额度、利率和期限等信贷策略。

2 模型的建立与求解

银行首先根据中小微企业的实力、信誉、上下游企业的影响力、供求关系的稳定性对其信贷风险作出评估，然后依据信贷风险等因素来确定是否放贷及贷款额度、利率和期限等信贷策略。因此，需要借助数据分别对实力、信誉、风险进行数学化的表达和分析。……