Composite enterprise credit early warning system and method

Abstract

The invention provides a composite enterprise credit early warning system and method. Problems in conventional enterprise credit rating and early warning are solved, and timeliness and comprehensiveness of credit analysis and early warning are improved; according to the invention, a negative public opinion monitoring mechanism is taken as a core, and a comprehensive credit risk early warning platform which is applied by combining market prices, financial data and the like is combined, so that default risk points of a debt subject can be cooperatively, complementarily and comprehensively monitored, and risk early warning is carried out in a whole time period; The system includes a negative public opinion module, a default probability module, a financial rating module and a comprehensive analysis module. Through the system, the credit of the target enterprise can be early warned timely and accurately.

Description

technical field [0001] The invention relates to the field of financial science and technology, and in particular to a compound enterprise credit early warning system and method. Background technique [0002] At present, the credit analysis and early warning of enterprises or institutions in China's financial industry mainly monitor credit ratings and their changes. Credit ratings are usually provided by external professional agencies (such as rating companies) and internal research departments of financial institutions. The core idea is to comprehensively analyze the company's financial data, corporate competitive advantages, industry, and macro policies based on historical credit default cases. Influence, the relative ranking of the company's debt repayment ability and potential default loss is given, and grade marks are given, such as AAA, AA, A, BBB, BB, B, etc., to distinguish risk levels. External and internal rating agencies will monitor changes in the market and busi...

AI Technical Summary

Problems solved by technology

In China's financial market, the reason why conventional credit ratings lag behind credit events and market reactions is that, in addition to the flaws in rating methods, it can also be attributed to companies' failure to comply with relevant regulations in information disclosure, and even misleading and fraudulent practices

In addition, the lack of default cases, especially the historical financial data of defaulting companies are often not made public, and the credit rating model cannot do relatively accurate parameter calibration, which seriously affects the performance of the model

More importantly, in the course of business operations, major events caused by internal or external reasons that occur between the time points of disclosure are usually reported by financial media, and the impact of such events on corporate credit ratings can usually only be assessed by rating staff. Interpretation and analysis to determine whether to adjust the rating

Similarly, due to resource constraints, corporate credit changes caused by non-regular information disclosure often cannot be reflected in the adjustment of credit ratings in a timely manner.

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