In practice, due to the relatively small scale of medium, micro-enterprises, and lack of mortgage assets, banks usually provide loans to enterprises with strong strength and stable supply-demand relationships based on credit policies, corporate transaction bill information, and the influence of upstream and downstream enterprises. Banks first assess the credit risk of small, medium, and micro-enterprises and then determine whether to lend and credit strategies such as loan limits, interest rates, and maturity based on credit risk factors. Hence, banks tend to give preferential interest rates to companies with a high reputation and low credit risk. The research includes:
(1) Quantify the credit risk based on the credit data of the company (input invoice, output invoice), and give the bank's credit strategy for these companies when the total annual credit is fixed.
(2) The production, operation, and economic benefits of enterprises may be affected by some sudden factors. Besides, sudden factors often have different effects on different industries and various types of enterprises. Comprehensively considering the credit risks of each company and the impact of possible sudden factors (such as the new crown virus epidemic) on each company, give the bank's credit adjustment strategy when the total annual credit is fixed.
Considering that different companies have different resistance to unexpected factors, the company's "reliability" index is proposed. Simultaneously, the company's "reliability" indicator is quantified based on the size of the company (the difference between the total amount of invoicing and sales invoices) and the company's reputation. Supposing that the higher the "reliability" of an enterprise, the lower its default rate in the face of unexpected factors. Based on this, the functional relationship between enterprise "reliability" and default rate is established, and the model obtained from problem one is revised. Finally, considering the complexity and uncertainty of the actual situation, it is considered that the default rate of the enterprise will obey the Gaussian distribution rather than a fixed value. At the same time, under the influence of unexpected factors, to ensure the bank's profitability, it helps companies overcome the difficulties as much as possible. Thus, increasing the loan line of "high-quality" enterprises, reducing or canceling the loan opportunities, and reducing the loan interest rates of "low-quality" enterprises were proposed to maximize bank profits and minimize corporate default risks and maximize corporate relief. Based on this, the company's lending strategy was simulated several times under the influence of unexpected factors, and finally obtained lending plans for companies of different credit ratings and sizes.
Finally, considering the different types of emergent factors and various types of enterprises in actual situations, nature (positive or negative) and degree of the impact on their operating conditions will be different. Therefore, we also consider the impact of sudden factors on corporate, including the impact degree of sudden factors, the severity of sudden factors, and the nature of sudden factors determined by the scope of influence and the time of action. Based on the above three aspects, the new crown epidemic took as an example to analyze corporate lending plans' adjustment strategies.
Company Information:
Input invoice:
Output invoice:
