Credit line measuring and calculating method and equipment and medium

Abstract

The invention discloses a credit line measuring and calculating method and equipment and a medium. The scheme comprises the following steps: determining a default rate of an enterprise, and constructing a first function; incorporating the first function into a risk adjustment capital return rate model to obtain a first credit line enabling a risk adjustment capital return rate of a commercial bank to be maximum under a preset condition; obtaining modeling indexes related to a preset general scoring model, performing data cleaning, feature screening and model training on sample features corresponding to the modeling indexes, and determining a performance prediction probability of the general scoring model; converting the performance prediction probability of the general scoring model into a scoring rating result of the enterprise, and determining a second credit line of the enterprise according to the scoring rating result of the enterprise and a credit rating amplification coefficient of the enterprise; and comparing and analyzing the first credit line and the second credit line based on credit restrictive conditions to obtain a comparison and analysis result, and determining a credit line of the enterprise according to the comparison and analysis result.

Description

technical field [0001] The embodiments of this specification relate to the field of Internet finance, and in particular to a method, device and medium for measuring and calculating a credit line. Background technique [0002] The credit line refers to the stock management index of short-term credit business approved by commercial banks for enterprises, which depends on many factors such as the enterprise's operating ability, debt repayment ability, contract performance ability, development ability, credit demand, and the bank's own situation. [0003] The current credit line research still has the following deficiencies: On the one hand, most current studies often only consider indicators with strong risk control points such as the financial status of corporate customers, corporate credit ratings, and tax payment status when constructing models for determining credit lines of commercial banks Factors, lack of comprehensive attention to the quality of indicators under other b...

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Problems solved by technology

[0003] The current credit line research still has the following deficiencies: On the one hand, most current studies often only consider indicators with strong risk control points such as the financial status of corporate customers, corporate credit ratings, and tax payment status when constructing models for determining credit lines of commercial banks Factors, lack of comprehensive attention to the quality of indicators under other business dimensions of the enterprise; on the other hand, although some studies consider maximizing the bank's income when constructing a commercial bank credit limit determination model, but only give the credit limit of the enterprise , does not involve commercial banks' deeper analysis of corporate credit lines based on restrictive conditions, etc.

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