【摘要】 研究基于风险环境的企多层交叉信用评分模型与信用评级方法,解决同一地区具有多个地域、多个行业和多个企业的企业、行业和地域等具有二级或以上层级结构的企业、行业和地域信用评级问题.定义了地域信用形象,针对同一地域同一行业、不同地域同一行业、同一地域不同行业和不同地域不同行业等4种不同的企业层级结构,分别建立了企业信用评分模型、行业信用评分模型和地域信用评分模型,用以对企业、行业和地域进行信用评级.以某一地区某一行业的集团公司进行项目贷款申请为例,假定该公司同时在"好"、"中"和"差"3个不同的经济发展区域分别建立3个子公司,并分别计算了该公司及其3个子公司在不同地域信用环境影响下的信用评分值,然后综合计算了在不同地域同一行业下的具有多层级结构的公司多级信用评分值,给出公司相应的信用评级结果和银行相应的信贷策略.最后还给出了集团公司具有贷款申请资格的数值条件.该方法对集团公司的信用评级方法以及银行对集团公司的信贷策略及相应决策具有科学参考依据.更多还原

【Abstract】 The paper puts forward a multilayer crossing credit rating method based on risk environment to solve the credit rating to solve the credit rating of the multiregional and multi-industry enterprises. It focuses on the four cases with different kinds of enterprises: firms located in the same region and the same industry,in different regions but the same industry,in the same region but different industries,and in different regions and different industries,and studies the multilayer crossing credit-scoring methods. Three credit-scoring models are established: one for an enterprise,one for an industry and one for a region. Assume one parent company has three subsidiary companies located in three different zones. By setting up a credit-scoring system for the loan project,the paper adopts the credit-scoring methods for the enterprises and for an industry respectively,calculates the credit scores of the three subsidiaries when being affected by the different regional credit environments,and further evaluates the credit ratings of the parent and the three subsidiary companies respectively.The evaluating results are analyzed and compared. The paper also gives the final credit rating and analyses the loan possibility for an enterprise.更多还原