Research On Influencing Factors Of Loan Credit Risk Of Small And Micro Enterprises

Small and micro enterprises are the "stabilizer" of China’s national economic development,a strong support for promoting employment and improving people’s livelihood,and an important force for social development and economic growth.At the same time,small and micro enterprises are also an important foundation for building a modern economic system and promoting high-quality social development.Further promoting the sound and rapid development of small and micro enterprises is of great significance to China’s "six stability","six guarantees" and the improvement of economic core competitiveness.However,small and micro enterprises have natural deficiencies in corporate governance,financial norms,information disclosure and investment decision-making.Compared with large companies,especially state-owned enterprises,their risk degree is higher,which makes the commercial banks that provide financing needs face higher credit risk.Therefore,it is very necessary to clarify the factors affecting the credit risk of small and micro enterprise loans and strengthen the risk identification and control in the process of small and micro enterprise loans.By studying the current situation of small and micro enterprises and loan credit risk theory,this paper combs and summarizes the current basic theories,research results and trends at home and abroad.Based on the current situation and characteristics of small and micro enterprises in China,this paper analyzes the causes of credit risk during bank loans.Then,taking the provincial branch of a large commercial bank as an example,based on the overall situation of the bank,the current risk management and the current situation of the bank’s small and micro enterprise loans,collect the relevant data of the bank’s small and micro enterprise loans,select 5358 sample data from 2017 to 2021,and select the pre loan credit rating,daily average deposit,industry classification,loan term,loan amount,guarantee method The impact of loan default risk is analyzed from nine aspects: loan products,negative information and epidemic impact.This paper uses comparative analysis and empirical analysis to obtain the important factors affecting loan credit risk and the influence degree of factors.Among them,the empirical analysis adopts the gradual and in-depth path of "correlation test-stepwise regression-preliminary model establishment(logistic regression model)-machine learning algorithm model(Gaussian naive Bayesian model,SVM support vector machine model and random forest model)",and obtains the best result of random forest model.Therefore,the conclusion of importance of model characteristics is used,It is concluded that the five characteristics of pre loan credit rating,daily average deposit,loan amount,negative information and guarantee mode have a significant impact on loan default.The influence degree is ranked according to the size,followed by pre loan credit rating,daily average deposit,loan amount,negative information and guarantee mode.Therefore,this paper puts forward targeted suggestions such as paying attention to the application of credit rating in all links of loans,reasonably formulating credit schemes for small and micro enterprises,and increasing active risk prevention and control measures,so as to reduce the credit risk of small and micro enterprise loans,improve asset quality and reduce loan losses.