Enterprise credit risk evaluation method and system based on association relationship

Abstract

The invention provides an enterprise credit risk evaluation method and system based on an association relationship, and relates to the field of enterprise risk evaluation. The method comprises the following steps: obtaining enterprise association relationship data to form historical data; constructing an enterprise network based on the historical data; identifying enterprise risk events of all enterprises in the enterprise network; quantifying the association risk of the enterprise based on the enterprise network and the enterprise risk event; obtaining an effective association risk factor based on the quantified enterprise association risk; and predicting the default risk of the enterprise based on the effective association risk factor and the traditional enterprise credit risk evaluationfactor. The credit risk of the enterprise can be accurately predicted.

Description

technical field

[0001] The invention relates to the technical field of enterprise risk assessment, in particular to an enterprise credit risk assessment method and system based on association relationship. Background technique

[0002] As an important part of the national economy, SMEs are of great significance to economic development. However, due to factors such as lack of collateral and unsound financial systems, small and medium-sized enterprises face great difficulties in financing. The difficulty of financing for SMEs is mainly due to information asymmetry, which makes commercial banks use limited information when evaluating credit risks of SMEs.

[0003] At present, the credit risk assessment of small and medium-sized enterprises widely used mainly predicts the credit risk of small and medium-sized enterprises from the operation, finance, market and other indicators of a single enterprise. Most of the related risk studies are mainly based on the asset related relati...

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