Simulation Of Commercial Banks To Small Micro-enterprise Loans Risk Assessment

Recent years,due to the policy bias.and the need of transformationsommercial banks have launched series of small micro enterprises credit products into the market.The credit market of small micro enterprises is thriving in China. For the purpose of avoiding small micro enterprise credit risk effectively and ensuring the healthy development of small micro enterprise credit markets.It is necessary to adapt a method which is scientific and quantified to analyze and predict and assess the default rate of small micro enterprises.This paper start from the analysis of related theory, with the thought of information economics,has discussed the problem of asymmetric information in Small micro enterprise loan market, then proposed the signal transmission model and the information screening model which are according to the characteristic of the loan lending from the commercial bank to small micro enterprises. On this basis, with the Netlogo simulation software, this paper has designed two simple simulation experiment, to Simulate the behavior of the small micro enterprise loans.The first simulated experiment has been designed to predict the default rate of small micro enterprise when it has submitted the loan application but has not been approved by the commercial bank. This experiment has accomplished the purpose of prediction,and has greatly saved manpower, material resources and financial resources. Also.this experiment can effectively avoid the adverse selection which provide references for commercial bank to choose high quality small micro enterprises.The second simulated experiment was mean to prevent the occurrence of moral hazard.which has been designed at the situation when small micro enterprise has been credited and the still in the credit period. This experiment has also studied factors that can influence the default index of mall micro enterprise. The results show that it’s a positive correlated correlation between lending rates and loan default index, it’s a positive correlated correlation between length of maturity and loan default index,it’s a positive correlated correlation between loan amount and loan default index,it’s a negative correlated correlation between a-week-income of small micro enterprise and loan default index,it’s a positive correlated correlation between a-week-outcome of small micro enterprise and loan default index. Those results are Consistent with the reality,which has proved this experiment is reasonable and achievable. Also, this experiment has showed that the simulation model can not only apply in single factor interference simulation, but also in multiple factors interfere with the simulation. So it provide a scientific basis to observe the related factors which are influencing the default index of small micro enterprise.