Research On Credit Risk Assessment System Of Small And Medium-sized Enterprises In Commercial Banks

With the rapid development of economy and the gradual opening of financial market,SMEs in China have been booming.In recent years,SMEs have gradually become an important component of China's economic development.The good momentum of the development of SMEs not only promotes the rapid development of regional economy,but also contributes more than 50% of China's GDP.Under the background of the state vigorously supporting the development of SMEs,various commercial banks have also increased the investment in the credit business of SMEs,but with the increase of the investment in the credit business,the resulting credit risk also has a certain impact on the development of commercial banks,mainly reflected in the increase of bad loan amount and non-performing loan rate.Therefore,in order to obtain loan profits,commercial banks must strengthen the control of credit risk.Although commercial banks have increased the control of credit risk in recent years,the non-performing loans of small and medium-sized enterprises are still high,the main reason is that there are problems in the credit risk assessment of SMEs in commercial banks,especially the Incomplete assessment system,unreasonable assessment mechanism,backward assessment methods and means,etc.Therefore,this paper studies and analyzes the credit risk assessment of SMEs in commercial banks.By using logistic regression analysis,we reconstruct the credit risk assessment model of SMEs.Through obtaining the sample data of 60 defaulting enterprises and 60 normal credit enterprises in the database of a joint-stock commercial bank in China,the data were collected and randomly divided into two sample groups: Modeling and testing according to the proportion of 2/3 and 1/3.The data were screened,quantified and analyzed by logistic regression.And on the basis of the above content,build the corresponding model,put the data into the model for empirical analysis,finally introduce the data for stepwise regression,draw the following conclusion: the default index and profitability,solvency and liquidity have a reverse relationship,and show a positive relationship with the development prospects.According to the results of the construction of the credit risk assessment system of SMEs in commercial banks,the prediction probability of the assessment model for the default situation of SMEs with loan business is as high as 92.5 which shows that the result of the risk assessment system for SMEs credit risk assessment is reliable and can be applied to the assessment of SMEs credit risk of the same type of commercial banks.Considering the problems existing in the actual work of commercial banks,the improvement of credit risk assessment system of SMEs in commercial banks still needs the support of internal and external,and the whole process.Finally,this paper puts forward suggestions on how to make better use of credit risk assessment system.