CN111738818A - Method, equipment and storage medium for re-detection of credit after credit - Google Patents
Method, equipment and storage medium for re-detection of credit after credit Download PDFInfo
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- CN111738818A CN111738818A CN202010540704.3A CN202010540704A CN111738818A CN 111738818 A CN111738818 A CN 111738818A CN 202010540704 A CN202010540704 A CN 202010540704A CN 111738818 A CN111738818 A CN 111738818A
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Abstract
The invention discloses a method, equipment and a storage medium for credit reinspection after credit, wherein the method determines a target RAROC based on RAROC of a target enterprise in a preset time period and economic capital parameters; acquiring behavior parameters after target credit and target operation data, and determining target identification information of a target enterprise by combining with a target RAROC; and then correspondingly adjusting the current credit line and/or the current credit interest rate of the target enterprise. According to the invention, the enterprise identification information of the target enterprise is determined through a plurality of parameters such as the risk adjustment income parameter, the economic capital parameter and the target RAROC of the target enterprise, the risk evaluation dimensionality of the credit re-check of the enterprise is increased, and the credit line and/or the credit interest rate of the target enterprise are/is correspondingly adjusted based on the identification information of the target enterprise, so that the flexibility of the credit re-check after the enterprise credits is increased, and the credibility and the accuracy of the credit re-check result after the credits are improved.
Description
Technical Field
The invention relates to the technical field of financial technology (Fintech), in particular to a method and equipment for credit reinspection after credit and a computer-readable storage medium.
Background
With the development of computer technology, more and more technologies are applied in the financial field, the traditional financial industry is gradually changing to financial technology (Finteh), and the post-credit re-inspection technology is not exceptional, but due to the requirements of security and real-time performance of the financial industry, higher requirements are also put forward on the post-credit re-inspection technology. After the bank pays the loan enterprises, the bank needs to monitor the risk of the loan enterprises in real time, so that the bank credit management department can timely and accurately know the circumstances of the loan enterprises, evaluate and manage the risk of the loan enterprises, reduce the loss of the bank to the maximum extent and improve the income of the bank. At present, when credit granting reinspection is carried out on a loan enterprise which has been granted credit, the credit granting of the loan enterprise is determined according to the production and operation conditions of the loan enterprise only by considering the production and operation conditions of the loan enterprise. However, the business operation condition is only used as the evaluation dimension of credit reinspection, so that the problem of single evaluation dimension exists, and the credibility and the accuracy of the credit reinspection result after credit are reduced.
Disclosure of Invention
The invention mainly aims to provide a method and equipment for reinspection of credit after credit and a computer readable storage medium, and aims to solve the technical problem that the existing reinspection result of credit after credit is low in reliability and accuracy.
In order to achieve the purpose, the invention provides a method for re-detecting credit after credit, which comprises the following steps:
determining a target risk adjustment capital return rate (RAROC) of a target enterprise based on a risk adjustment income parameter and an economic capital parameter of the target enterprise within a preset time period;
acquiring target post-loan behavior parameters and target operation data of the target enterprise in the preset time period, and determining target identification information of the target enterprise based on a target RAROC, the target post-loan behavior parameters and the target operation data;
and correspondingly adjusting the current credit line and/or the current credit interest rate of the target enterprise based on the target identification information.
Optionally, the risk adjustment income parameter includes a historical risk adjustment income parameter and an estimated risk adjustment income parameter, and the step of determining the target risk adjustment capital return rate RAROC of the target enterprise based on the risk adjustment income parameter and the economic capital parameter of the target enterprise specifically includes:
determining the historical risk adjustment income parameter of the target enterprise based on the historical income, the historical operating cost and the historical loss parameter of the target enterprise in the preset time period;
determining the estimated risk adjustment income parameter of the target enterprise based on the expected income, the expected operating cost and the expected loss parameter of the target enterprise in the preset time period;
determining historical RAORC of the target enterprise based on the historical risk adjustment income and economic capital parameters, and determining estimated RAORC of the target enterprise based on the estimated risk adjustment income parameters;
and determining the target RAORC of the target enterprise based on the historical RAORC and the estimated RAORC of the target enterprise in the preset time period.
Optionally, the target post-credit behavior parameter includes a cooperative behavior parameter, a withdrawal behavior parameter, and a repayment behavior parameter of the target enterprise at a relevant bank, the step of acquiring the target post-credit behavior parameter and the target operation data of the target enterprise within the preset time period, and determining the target identification information of the target enterprise based on the target RAROC, the target post-credit behavior parameter, and the target operation data specifically includes:
acquiring the cooperation behavior parameters, withdrawal behavior parameters and repayment behavior parameters of the target enterprise in the preset time period;
and determining target identification information of the target enterprise based on the target RAROC, the cooperation behavior parameter, the withdrawal behavior parameter, the repayment behavior parameter and the target operation data.
Optionally, the target business data includes target production data and target credit investigation data, and the step of determining the target identification information of the target enterprise based on the target RAROC, the cooperative behavior parameter, the withdrawal behavior parameter, the repayment behavior parameter, and the target business data specifically includes:
judging whether the target enterprise is low-risk and high-income or not based on the target RAROC, the cooperation behavior parameter, the withdrawal behavior parameter, the repayment behavior parameter, the target production data and the target credit investigation data;
and if the target enterprise is the low-risk high-income, taking the low-risk high-income as the target identification information.
Optionally, after the step of determining whether the target enterprise is a low-risk high-income enterprise based on the target RAROC, the cooperative behavior parameter, the withdrawal behavior parameter, the repayment behavior parameter, the target production data, and the target credit investigation data, the method further includes:
if the target enterprise is not the low risk and high income, judging whether the target enterprise is the high risk and low income;
and if the target enterprise is the high-risk low-income, taking the high-risk low-income as the target identification information.
Optionally, the step of correspondingly adjusting the current credit line and/or the current credit interest rate of the target enterprise based on the target identification information specifically includes:
and when the target identification information is the low risk and high income, improving the current credit line and/or reducing the current credit interest rate according to a preset post-credit adjustment rule.
Optionally, the step of correspondingly adjusting the current credit line and/or the current credit interest rate of the target enterprise based on the target identification information specifically further includes:
and when the target identification information is the high-risk low-income, freezing or withdrawing the current credit line according to the preset post-credit adjustment rule.
Optionally, before the step of determining the target risk adjusted capital return rate RAROC of the target enterprise based on the risk adjusted income parameter and the economic capital parameter of the target enterprise, the method further includes:
acquiring enterprise scale parameters and traffic variation parameters of each enterprise in the preset time period, and determining the enterprises of which the enterprise scale parameters are smaller than an average scale threshold and the traffic variation parameters are larger than a preset variation threshold as an enterprise set to be monitored;
and sequentially acquiring the enterprises in the enterprise set to be monitored as the target enterprises.
In addition, in order to achieve the above object, the present invention further provides a credit reinspection device after credit, where the credit reinspection device includes: the credit-credit reinspection method comprises a memory, a processor and a credit-credit reinspection program which is stored on the memory and can run on the processor, wherein the steps of the credit-credit reinspection method are realized when the credit-credit reinspection program is executed by the processor.
In addition, in order to achieve the above object, the present invention further provides a computer readable storage medium, where a post-credit reinspection program is stored, and when executed by a processor, the post-credit reinspection program implements the steps of the post-credit reinspection method described above.
The invention provides a credit reinspection method after credit, which comprises the steps of determining a target risk adjustment capital return rate RAROC of a target enterprise by adjusting income parameters and economic capital parameters based on the risk of the target enterprise in a preset time period; acquiring target post-loan behavior parameters and target operation data of the target enterprise in the preset time period, and determining target identification information of the target enterprise based on a target RAROC, the target post-loan behavior parameters and the target operation data; and correspondingly adjusting the current credit line and/or the current credit interest rate of the target enterprise based on the target identification information. Through the mode, the enterprise identification information of the target enterprise is determined through a plurality of parameters such as the risk adjustment income parameter, the economic capital parameter and the target RAROC of the target enterprise, the risk evaluation dimensionality of the credit re-check of the enterprise is increased, the credit line and/or the credit interest rate of the target enterprise are/is correspondingly adjusted based on the identification information of the target enterprise, the flexibility of the credit re-check of the enterprise after credit is increased, the reliability and the accuracy of the credit re-check result after credit are improved, and the technical problem that the reliability and the accuracy of the existing credit re-check result after credit are low is solved.
Drawings
FIG. 1 is a schematic diagram of an apparatus architecture of a hardware operating environment according to an embodiment of the present invention;
FIG. 2 is a flowchart illustrating a method for detecting credit reissue after credit according to a first embodiment of the present invention.
The implementation, functional features and advantages of the objects of the present invention will be further explained with reference to the accompanying drawings.
Detailed Description
It should be understood that the specific embodiments described herein are merely illustrative of the invention and are not intended to limit the invention.
As shown in fig. 1, fig. 1 is a schematic device structure diagram of a hardware operating environment according to an embodiment of the present invention.
The post-credit reinspection equipment in the embodiment of the invention can be a PC (personal computer) or server equipment, and a Java virtual machine runs on the post-credit reinspection equipment.
As shown in fig. 1, the post-credit reinspection device may include: a processor 1001, such as a CPU, a network interface 1004, a user interface 1003, a memory 1005, a communication bus 1002. Wherein a communication bus 1002 is used to enable connective communication between these components. The user interface 1003 may include a Display screen (Display), an input unit such as a Keyboard (Keyboard), and the optional user interface 1003 may also include a standard wired interface, a wireless interface. The network interface 1004 may optionally include a standard wired interface, a wireless interface (e.g., WI-FI interface). The memory 1005 may be a high-speed RAM memory or a non-volatile memory (e.g., a magnetic disk memory). The memory 1005 may alternatively be a storage device separate from the processor 1001.
Those skilled in the art will appreciate that the configuration of the apparatus shown in fig. 1 is not intended to be limiting of the apparatus and may include more or fewer components than those shown, or some components may be combined, or a different arrangement of components.
As shown in fig. 1, a memory 1005, which is a kind of computer storage medium, may include an operating system, a network communication module, a user interface module, and a credit review program.
In the device shown in fig. 1, the network interface 1004 is mainly used for connecting to a backend server and performing data communication with the backend server; the user interface 1003 is mainly used for connecting a client (user side) and performing data communication with the client; the processor 1001 may be configured to call the post-credit review program stored in the memory 1005 and perform the operations of the post-credit review method described below.
Based on the hardware structure, the embodiment of the method for detecting the credit again after credit is provided.
Referring to fig. 2, fig. 2 is a schematic flow chart of a post-credit reinspection method according to a first embodiment of the present invention, where the post-credit reinspection method includes:
step S10, determining a target risk adjustment capital return rate RAROC of a target enterprise based on a risk adjustment income parameter and an economic capital parameter of the target enterprise within a preset time period;
at present, when credit granting reinspection is carried out on a loan enterprise which has been granted credit, the credit granting of the loan enterprise is determined according to the production and operation conditions of the loan enterprise only by considering the production and operation conditions of the loan enterprise. In other words, for the credit of an enterprise, the qualification of the enterprise is checked before the credit, and after the check, the credit line is granted according to the condition of the enterprise, and the credit line does not change after the credit. At present, when the credit is re-checked for the enterprises with credit, the corresponding credit is given to the enterprises according to the production and operation conditions of the enterprises generally only. However, the business operation condition is only used as the evaluation dimension of credit reinspection, so that the problem of single evaluation dimension exists, and the credibility and the accuracy of the credit reinspection result after credit are reduced. In order to solve the above problems, in this embodiment, enterprise identification information of a target enterprise is determined by a plurality of parameters such as a risk adjustment income parameter, an economic capital parameter, and a target RAROC of the target enterprise, so that a risk evaluation dimension of credit reinspection of the enterprise is increased, and based on the identification information of the target enterprise, credit line and/or credit interest rate of the target enterprise are/is correspondingly adjusted, so that not only is flexibility of credit reinspection after credit of the enterprise increased, but also reliability and accuracy of credit reinspection results after credit are improved. Specifically, Risk Adjusted capital gain (rarc) is Adjusted capital gain by expected loss and unexpected loss measured at economic capital. The RAROC is used as a relative index, is not limited by the scale of the enterprise, and can be fairly evaluated and used among businesses with different enterprise scales. Calculated as (net gain-expected loss)/economic capital. Economic capital is, among other things, capital that should be reasonably held within a bank that will be used to absorb unexpected losses and maintain normal operations. The risk adjustment income parameters and the economic capital parameters of the target enterprise in a preset time period are obtained, and the target risk adjustment capital return rate RAROC of the target enterprise is determined. The preset time period may be a time period set by a user according to actual needs.
Further, before the step S10, the method further includes:
acquiring enterprise scale parameters and traffic variation parameters of each enterprise in the preset time period, and determining the enterprises of which the enterprise scale parameters are smaller than an average scale threshold and the traffic variation parameters are larger than a preset variation threshold as an enterprise set to be monitored;
and sequentially acquiring the enterprises in the enterprise set to be monitored as the target enterprises.
In this embodiment, the change situation of the small and medium-sized enterprises is faster than that of the large and medium-sized enterprises at present, and the annual review form for the large and medium-sized enterprises is more reasonable, but the small and medium-sized enterprises in the growth period are in a rapid development state due to the fact that the business volume of the small and medium-sized enterprises is in a rapid development state, and the initial credit before credit is possibly not suitable for the current operation situation of the enterprises after a period of time, so that the normal operation requirements of the enterprises cannot be met. Therefore, for small and micro enterprises, the credit renewal degree is not suitable to be in an annual review form, but the enterprise condition is closely observed after credit granting, and the credit granting is reviewed according to the enterprise operation condition. Specifically, according to a preset period, such as one month or 45 days, the enterprise scale parameters and the traffic variation parameters of each enterprise within the preset time period are obtained. And determining the enterprises with the enterprise scale parameters smaller than the average scale threshold (namely, small and micro enterprises) and the traffic variation parameters larger than the preset variation threshold (namely, the traffic is in a rapid development state) as an enterprise set to be monitored, and then sequentially performing credit and credit reinspection on each target enterprise in the enterprise set to be monitored.
Step S20, acquiring the target post-loan behavior parameters and the target business data of the target enterprise within the preset time period, and determining target identification information of the target enterprise based on the target RAROC, the target post-loan behavior parameters, and the target business data;
for small and micro enterprises with credit, on the monitoring data level, the enterprises generate credit behavior expression data in addition to the production and operation data of the enterprises. The credit behavior expression data also has a heavy reference value for enterprise risks and whether credit is given, so that the enterprise risk judgment dimensionality is incomplete easily because credit reinspection is carried out only according to enterprise operation conditions and the information is ignored. In this embodiment, the target identification information of the target enterprise is determined according to the target RAROC, the target post-credit behavior parameter, and the target operation data. The identification information comprises high risk and low income, high risk and high income, low risk and low income and low risk and high income. Therefore, under the condition of original credit of the target enterprise, the credit limit and interest rate of the target enterprise are rechecked.
And step S30, correspondingly adjusting the current credit line and/or the current credit interest rate of the target enterprise based on the target identification information.
In this embodiment, based on the target identification information, the current credit line and/or the current credit interest rate of the high-risk enterprise that has overdue performance or is possible to overdue are/is correspondingly adjusted. For example, loan withdrawal or limit freezing is performed on a target enterprise, or high-income enterprises, namely small micro enterprises with rapid production and operation development and capital requirements, are subjected to limit improvement and interest rate reduction so as to meet the production and operation requirements of the enterprises.
The embodiment provides a credit reinspection method after credit, which determines a target risk adjustment capital return rate RAROC of a target enterprise by adjusting income parameters and economic capital parameters based on risks of the target enterprise within a preset time period; acquiring target post-loan behavior parameters and target operation data of the target enterprise in the preset time period, and determining target identification information of the target enterprise based on a target RAROC, the target post-loan behavior parameters and the target operation data; and correspondingly adjusting the current credit line and/or the current credit interest rate of the target enterprise based on the target identification information. Through the mode, the enterprise identification information of the target enterprise is determined through a plurality of parameters such as the risk adjustment income parameter, the economic capital parameter and the target RAROC of the target enterprise, the risk evaluation dimensionality of the credit re-check of the enterprise is increased, the credit line and/or the credit interest rate of the target enterprise are/is correspondingly adjusted based on the identification information of the target enterprise, the flexibility of the credit re-check of the enterprise after credit is increased, the reliability and the accuracy of the credit re-check result after credit are improved, and the technical problem that the reliability and the accuracy of the existing credit re-check result after credit are low is solved.
Further, based on the first embodiment of the method for reinspection of credit after credit of the present invention, a second embodiment of the method for reinspection of credit after credit of the present invention is provided.
In this embodiment, the risk adjustment income parameters include historical risk adjustment income parameters and pre-estimated risk adjustment income parameters, and the step S10 specifically includes:
determining the historical risk adjustment income parameter of the target enterprise based on the historical income, the historical operating cost and the historical loss parameter of the target enterprise in the preset time period;
determining the estimated risk adjustment income parameter of the target enterprise based on the expected income, the expected operating cost and the expected loss parameter of the target enterprise in the preset time period;
determining historical RAORC of the target enterprise based on the historical risk adjustment income and economic capital parameters, and determining estimated RAORC of the target enterprise based on the estimated risk adjustment income parameters;
and determining the target RAORC of the target enterprise based on the historical RAORC and the estimated RAORC of the target enterprise in the preset time period.
At present, the RAROC is applied to credit authorization of small and micro enterprises generally only in a pre-loan interest rate pricing stage, the income of the enterprises after risk adjustment possibly brought in the future is determined, and the corresponding interest rate is determined according to the income. However, the small micro-enterprise can calculate various types of RAROC at each time point of credit granting, including RAROC values which actually occur in the past period and RAROC values which may occur in the future period, and the RAROC values can be used for not only pricing pre-loan interest rate, but also judging comprehensive values brought to banks by client repayment behaviors after loan. RAROC is not comprehensive enough to be used only in the pre-loan rate pricing stage. Therefore, in this embodiment, RAROC is used to evaluate post-credit behavior of small and micro enterprises, and this condition is listed as one of the important requirements for post-credit trust review. In the RAOC calculation, not only the RAOC performance of the enterprise in the past period is considered, but also the RAOC performance of the enterprise in the future period is considered, so that a client comprehensive RAOC value is formed, and the more comprehensive evaluation on the small and micro enterprises is realized. Because the value brought to the bank by the same enterprise is continuous, that is, the enterprise bringing high income in the past is more likely to bring high income in the future. Therefore, the RAORC is given to guide the price reduction and the quota increase, the RAORC value actually generated by the enterprise in the past period of time needs to be calculated, meanwhile, the RAORC value expected in the future period of time needs to be calculated, the RAORC value and the RAORC value are combined to form a client comprehensive RAORC value, and the client is judged more comprehensively. Specifically, the RAROC value of the enterprise predicted in a future period of time can be calculated according to repayment information predicted to occur in the future of the enterprise, namely, income and cost generated under the normal repayment condition of the loans which are not yet paid out at the calculation time of the enterprise (without considering the conditions of early repayment, overdue and new loans). The RAROC value actually generated by the enterprise in the past period can be calculated according to actual repayment information of the enterprise in the past period, for example, both the past and the future are low-value customers (namely, both the historical risk adjustment income parameter and the estimated risk adjustment income parameter are low), and the price reduction or the amount increase is not considered; and carrying out the rate increase and price reduction on the customers with high value in the past and the future (namely, the historical risk adjustment income parameters and the estimated risk adjustment income parameters are high). Therefore, after the small and micro enterprises give credit, the information after credit has been given is adjusted according to the post-credit performance of the small and micro enterprises and the production and operation data of the small and micro enterprises. The information after credit granting mainly includes credit line and credit interest rate. Determining the historical risk adjustment income parameter of the target enterprise based on the historical income, the historical operating cost and the historical loss parameter of the target enterprise in the preset time period; determining the estimated risk adjustment income parameter of the target enterprise based on the expected income, the expected operating cost and the expected loss parameter of the target enterprise in the preset time period; determining historical RAORC of the target enterprise based on the historical risk adjustment income and economic capital parameters, and determining estimated RAORC of the target enterprise based on the estimated risk adjustment income parameters; and determining the target RAORC of the target enterprise based on the historical RAORC and the estimated RAORC of the target enterprise in the preset time period.
Further, based on the second embodiment of the method for reinspection of credit after credit of the present invention, a third embodiment of the method for reinspection of credit after credit of the present invention is provided.
In this embodiment, the target post-loan behavior parameters include a cooperative behavior parameter, a withdrawal behavior parameter, and a repayment behavior parameter of the target enterprise at a related bank, and the step S20 specifically includes:
acquiring the cooperation behavior parameters, withdrawal behavior parameters and repayment behavior parameters of the target enterprise in the preset time period;
and determining target identification information of the target enterprise based on the target RAROC, the cooperation behavior parameter, the withdrawal behavior parameter, the repayment behavior parameter and the target operation data.
The step of determining the target identification information of the target enterprise based on the target RAROC, the cooperative behavior parameter, the withdrawal behavior parameter, the repayment behavior parameter and the target operation data specifically includes:
judging whether the target enterprise is low-risk and high-income or not based on the target RAROC, the cooperation behavior parameter, the withdrawal behavior parameter, the repayment behavior parameter, the target production data and the target credit investigation data;
and if the target enterprise is the low-risk high-income, taking the low-risk high-income as the target identification information.
After the step of determining whether the target enterprise is a low-risk high-income enterprise based on the target RAROC, the cooperative behavior parameter, the withdrawal behavior parameter, the repayment behavior parameter, the target production data and the target credit investigation data, the method further comprises:
if the target enterprise is not the low risk and high income, judging whether the target enterprise is the high risk and low income;
and if the target enterprise is the high-risk low-income, taking the high-risk low-income as the target identification information.
In this embodiment, the target post-loan behavior parameters mainly consider the cooperation behavior, the withdrawal behavior and the repayment behavior of the enterprise in the bank; the target operation data mainly considers the production operation data expression of the client and the credit investigation data expression of the client, and comprehensively evaluates the production operation risk of the target enterprise according to the target RAROC, the cooperation behavior parameter, the withdrawal behavior parameter, the repayment behavior parameter, the target production data and the target credit investigation data to determine the risk degree of the client. Such as identification information of low risk, high benefit, or high risk, low benefit.
Further, the step S30 specifically includes:
when the target identification information is the low risk and high income, the current credit line is increased and/or the current credit interest rate is reduced according to a preset post-credit adjustment rule;
and when the target identification information is the high-risk low-income, freezing or withdrawing the current credit line according to the preset post-credit adjustment rule.
In this embodiment, the loan pricing common mode includes a cost addition mode, a basic interest rate point adding mode, a customer profit analysis mode, and an RAROC pricing mode, and the loan post-pricing adjustment method is formed by considering the particularity of post-loan adjustment pricing and applying the core idea of the RAROC pricing mode after loan. Before the loan is given, the profit rate is generally used as the profit rate, and information such as other cost rates is set, and the profit rate is obtained by reverse deduction of the lowest profit rate. However, the pre-loan usage is based on the lack of past information, and therefore, the usage is not suitable for direct post-loan pricing. After the loan, the client comprehensive RAROC information can be actually calculated, the RAROC level reflects the current income situation and the future income situation of the client within a period of time, and the system has certain representativeness, so that the income rate, the cost rate and other information calculated by using the actual client comprehensive RAROC are used, and meanwhile, the interest rate is obtained by reverse deduction under the condition of setting the lowest income rate according to the relation between the income rate and the average interest rate. For this method, it can be understood that the customer interest and profit relationship, and the respective calculated cost rate and expected loss rate are obtained by applying past experience, and the interest level is reduced by a reverse deduction under the condition of determining the lowest profit. In the method, if the price reduction function is required, only an RAORC value lower than the original customer comprehensive RAORC value is required to be set; correspondingly, if the price needs to be increased, a higher RAROC value is set, and the control of the interest rate lifting direction is realized. Compared with the conventional pre-credit RAROC pricing directly used after the credit, the method is relatively objective and covers the income rate influence brought by behavior habits such as early payment of customers. The credit adjustment method cannot use a minimum-based RAROC recursion similar to pricing adjustment because interest rates only affect revenue terms in RAROC numerators, but RAROC is inherently a relative indicator of elimination scale, and the impact of credit is eliminated in the calculation of RAROC for an individual. The client-individual-based RAROC method cannot guide the adjustment of the quota, but the combination-based RAROC can guide the adjustment of the quota of the combination level. The selection of the combination can be determined according to different requirements, and common combinations include regions, industries and the like.
The method executed by each program module can refer to each embodiment of the credit reinspection method after credit of the present invention, and is not described herein again.
The invention also provides a computer readable storage medium.
The computer readable storage medium of the present invention stores a post-credit reinspection program, and when executed by a processor, the post-credit reinspection program implements the steps of the post-credit reinspection method described above.
The method implemented when the post-credit reinspection program running on the processor is executed may refer to each embodiment of the post-credit reinspection method of the present invention, and will not be described herein again.
It should be noted that, in this document, the terms "comprises," "comprising," or any other variation thereof, are intended to cover a non-exclusive inclusion, such that a process, method, article, or system that comprises a list of elements does not include only those elements but may include other elements not expressly listed or inherent to such process, method, article, or system. Without further limitation, an element defined by the phrase "comprising an … …" does not exclude the presence of other like elements in a process, method, article, or system that comprises the element.
The above-mentioned serial numbers of the embodiments of the present invention are merely for description and do not represent the merits of the embodiments.
Through the above description of the embodiments, those skilled in the art will clearly understand that the method of the above embodiments can be implemented by software plus a necessary general hardware platform, and certainly can also be implemented by hardware, but in many cases, the former is a better implementation manner. Based on such understanding, the technical solution of the present invention may be embodied in the form of a software product, which is stored in a storage medium (e.g., ROM/RAM, magnetic disk, optical disk) as described above and includes instructions for enabling a terminal device (e.g., a mobile phone, a computer, a server, an air conditioner, or a network device) to execute the method according to the embodiments of the present invention.
The above description is only a preferred embodiment of the present invention, and not intended to limit the scope of the present invention, and all modifications of equivalent structures and equivalent processes, which are made by using the contents of the present specification and the accompanying drawings, or directly or indirectly applied to other related technical fields, are included in the scope of the present invention.
Claims (10)
1. A method for reinspection of credit after credit, which is characterized in that the method for reinspection of credit after credit comprises the following steps:
determining a target risk adjustment capital return rate (RAROC) of a target enterprise based on a risk adjustment income parameter and an economic capital parameter of the target enterprise within a preset time period;
acquiring target post-loan behavior parameters and target operation data of the target enterprise in the preset time period, and determining target identification information of the target enterprise based on a target RAROC, the target post-loan behavior parameters and the target operation data;
and correspondingly adjusting the current credit line and/or the current credit interest rate of the target enterprise based on the target identification information.
2. The method for post-credit reassuring according to claim 1, wherein the risk adjusted revenue parameters include historical risk adjusted revenue parameters and estimated risk adjusted revenue parameters, and the step of determining the target risk adjusted capital return rate RAROC of the target enterprise based on the risk adjusted revenue parameters and economic capital parameters of the target enterprise specifically includes:
determining the historical risk adjustment income parameter of the target enterprise based on the historical income, the historical operating cost and the historical loss parameter of the target enterprise in the preset time period;
determining the estimated risk adjustment income parameter of the target enterprise based on the expected income, the expected operating cost and the expected loss parameter of the target enterprise in the preset time period;
determining historical RAORC of the target enterprise based on the historical risk adjustment income and economic capital parameters, and determining estimated RAORC of the target enterprise based on the estimated risk adjustment income parameters;
and determining the target RAORC of the target enterprise based on the historical RAORC and the estimated RAORC of the target enterprise in the preset time period.
3. The method according to claim 1, wherein the target post-credit behavior parameters include a cooperative behavior parameter, a withdrawal behavior parameter, and a repayment behavior parameter of the target enterprise at a related bank, and the step of acquiring the target post-credit behavior parameter and the target business data of the target enterprise within the preset time period and determining the target identification information of the target enterprise based on the target RAROC, the target post-credit behavior parameter, and the target business data specifically includes:
acquiring the cooperation behavior parameters, withdrawal behavior parameters and repayment behavior parameters of the target enterprise in the preset time period;
and determining target identification information of the target enterprise based on the target RAROC, the cooperation behavior parameter, the withdrawal behavior parameter, the repayment behavior parameter and the target operation data.
4. The method according to claim 3, wherein the target business data includes target production data and target credit investigation data, and the step of determining the target identification information of the target enterprise based on the target RAROC, the cooperative behavior parameter, the withdrawal behavior parameter, the repayment behavior parameter and the target business data specifically includes:
judging whether the target enterprise is low-risk and high-income or not based on the target RAROC, the cooperation behavior parameter, the withdrawal behavior parameter, the repayment behavior parameter, the target production data and the target credit investigation data;
and if the target enterprise is the low-risk high-income, taking the low-risk high-income as the target identification information.
5. The method for reinspection of post-credit claim 4, wherein the step of determining whether the target enterprise is at low risk and high income based on the target RAROC, the cooperative behavior parameter, the withdrawal behavior parameter, the repayment behavior parameter, the target production data, and the target credit investigation data further comprises:
if the target enterprise is not the low risk and high income, judging whether the target enterprise is the high risk and low income;
and if the target enterprise is the high-risk low-income, taking the high-risk low-income as the target identification information.
6. The method of claim 5, wherein the step of correspondingly adjusting the current credit line and/or the current credit interest rate of the target enterprise based on the target identification information specifically comprises:
and when the target identification information is the low risk and high income, improving the current credit line and/or reducing the current credit interest rate according to a preset post-credit adjustment rule.
7. The method of claim 6, wherein the step of correspondingly adjusting the current credit line and/or the current credit interest rate of the target enterprise based on the target identification information further comprises:
and when the target identification information is the high-risk low-income, freezing or withdrawing the current credit line according to the preset post-credit adjustment rule.
8. The method for credit review of any of claims 1-7, wherein the step of determining the target risk adjusted capital return rate, RAROC, for the target business based on the target business's risk adjusted revenue parameter and economic capital parameter further comprises:
acquiring enterprise scale parameters and traffic variation parameters of each enterprise in the preset time period, and determining the enterprises of which the enterprise scale parameters are smaller than an average scale threshold and the traffic variation parameters are larger than a preset variation threshold as an enterprise set to be monitored;
and sequentially acquiring the enterprises in the enterprise set to be monitored as the target enterprises.
9. The device for reinspection of credit after credit is characterized by comprising: a memory, a processor, and a post-credit review program stored on the memory and executable on the processor, the post-credit review program when executed by the processor implementing the steps of the post-credit review method of any of claims 1-8.
10. A computer-readable storage medium, having a post-credit review program stored thereon, which when executed by a processor, performs the steps of the post-credit review method of any of claims 1-8.
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| Publication number | Priority date | Publication date | Assignee | Title |
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| CN112598244A (en) * | 2020-12-15 | 2021-04-02 | 深圳前海微众银行股份有限公司 | Risk revenue management method, device and system and computer readable storage medium |
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| Publication number | Priority date | Publication date | Assignee | Title |
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| CN112598244A (en) * | 2020-12-15 | 2021-04-02 | 深圳前海微众银行股份有限公司 | Risk revenue management method, device and system and computer readable storage medium |
| CN112598244B (en) * | 2020-12-15 | 2024-04-16 | 深圳前海微众银行股份有限公司 | Risk profit management method, apparatus, system and computer readable storage medium |
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