CN111738818A - Method, equipment and storage medium for re-examination of post-lending credit - Google Patents

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

Method, equipment and storage medium for re-examination of post-lending credit

technical field

The present invention relates to the technical field of financial technology (Fintech), and in particular, to a post-loan credit rechecking method, device and computer-readable storage medium.

Background technique

With the development of computer technology, more and more technologies are applied in the financial field. The traditional financial industry is gradually transforming to Finteh, and the post-loan credit review technology is no exception. It also puts forward higher requirements for post-loan credit re-inspection technology. After the bank lends money to the loan company, it is necessary to monitor the post-loan risk of the loan company in real time, so that the bank credit management department can timely and accurately understand the situation of the loan company, and evaluate and evaluate the post-loan risk of the loan company. Management to minimize the bank's losses and improve the bank's profits. At present, when re-examining the credit extension of a loan enterprise that has already been granted credit, usually only the production and operation conditions of the loan enterprise are considered, and then the credit extension of the loan enterprise is determined according to the production and operation conditions of the enterprise. However, only taking the business operation of the enterprise as the judging dimension of credit re-inspection has the problem of a single judging dimension, which reduces the credibility and accuracy of the results of post-loan credit re-inspection.

SUMMARY OF THE INVENTION

The main purpose of the present invention is to propose a post-loan credit rechecking method, device and computer-readable storage medium, aiming to solve the technical problem of low reliability and accuracy of the existing post-loan credit rechecking results.

In order to achieve the above object, the present invention provides a post-loan credit rechecking method, the post-loan credit rechecking method comprising the following steps:

Determine the target risk-adjusted return on capital RAROC of the target company based on the risk-adjusted return parameters and economic capital parameters of the target company within a preset time period;

Obtain the target post-loan behavior parameters and target business data of the target enterprise within the preset time period, and determine the target of the target company based on the target RAROC, the target post-loan behavior parameters and the target business data identification information;

Based on the target identification information, correspondingly adjust the current credit limit and/or the current credit interest rate of the target enterprise.

Optionally, the risk-adjusted return parameter includes a historical risk-adjusted return parameter and an estimated risk-adjusted return parameter, and the target risk-adjusted return on capital of the target enterprise is determined based on the risk-adjusted return parameter and economic capital parameter of the target enterprise. The steps to rate RAROC specifically include:

determining the historical risk-adjusted return parameter of the target enterprise based on the historical revenue, historical operating costs and historical loss parameters of the target enterprise within the preset time period;

Determine the estimated risk-adjusted return parameter of the target company based on the target company's expected revenue, expected operating costs, and expected loss parameters within the preset time period;

Determine the historical RAROC of the target company based on the historical risk-adjusted return and economic capital parameters, and determine the estimated RAROC of the target company based on the estimated risk-adjusted return parameter;

A target RAROC of the target enterprise is determined based on the historical RAROC and the estimated RAROC of the target enterprise within the preset time period.

Optionally, the target post-loan behavior parameters include cooperative behavior parameters, withdrawal behavior parameters, and repayment behavior parameters of the target enterprise in the relevant bank, and the acquisition of the target enterprise's behavior parameters within the preset time period. Target post-loan behavior parameters and target business data, and based on the target RAROC, the target post-loan behavior parameters and the target business data, the step of determining the target identification information of the target enterprise specifically includes:

Acquire the cooperative behavior parameters, withdrawal behavior parameters, and repayment behavior parameters of the target enterprise within the preset time period;

Based on the target RAROC, the cooperation behavior parameter, the withdrawal behavior parameter, the repayment behavior parameter, and the target business data, the target identification information of the target enterprise is determined.

Optionally, the target operation data includes target production data and target credit information data, and the determination is based on the target RAROC, the cooperation behavior parameter, the withdrawal behavior parameter, the repayment behavior parameter, and the target operation data. The steps of the target identification information of the target enterprise specifically include:

Based on the target RAROC, the cooperation behavior parameters, the withdrawal behavior parameters, the repayment behavior parameters, the target production data, and the target credit information data, determine whether the target enterprise is low-risk and high-yield;

If the target enterprise is the low risk and high profit, the low risk and high profit is used as the target identification information.

Optionally, the step of judging whether the target enterprise is low-risk and high-return 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 information data After that, also include:

If the target enterprise is not the low risk and high profit, then determine whether the target enterprise is high risk and low profit;

If the target enterprise is the high risk and low profit, the high risk and low profit is used as the target identification information.

Optionally, based on the target identification information, the step of correspondingly adjusting the current credit limit and/or the current credit interest rate of the target enterprise specifically includes:

When the target identification information is the low risk and high return, the current credit line is increased and/or the current credit interest rate is decreased according to a preset post-loan adjustment rule.

Optionally, the step of correspondingly adjusting the current credit limit and/or the current credit interest rate of the target enterprise based on the target identification information specifically further includes:

When the target identification information is the high risk and low return, freeze or withdraw the current credit line according to the preset post-loan adjustment rule.

Optionally, before the step of determining the target risk-adjusted return on capital RAROC of the target enterprise based on the risk-adjusted return parameter and the economic capital parameter of the target enterprise, the method further includes:

Acquire the enterprise size parameters and business volume change parameters of each enterprise within the preset time period, and determine the enterprises whose enterprise size parameters are less than the average size threshold and whose business volume change parameters are greater than the preset change threshold as to be monitored Enterprise set;

Each enterprise in the to-be-monitored enterprise concentration is sequentially acquired as the target enterprise.

In addition, in order to achieve the above object, the present invention also provides a post-loan credit rechecking device, the post-loan credit rechecking device includes: a memory, a processor, and a device that is stored on the memory and can run on the processor The post-loan credit re-inspection program is executed by the processor to implement the steps of the post-loan credit re-inspection method described above.

In addition, in order to achieve the above object, the present invention also provides a computer-readable storage medium, on which a post-loan credit recheck program is stored, and the post-loan credit recheck program is implemented when executed by a processor The steps of the post-loan credit review method as described above.

The invention provides a post-loan credit rechecking method, which determines the target risk-adjusted capital return rate RAROC of the target enterprise based on the risk-adjusted return parameters and economic capital parameters of the target enterprise within a preset time period; and obtains the target The target post-loan behavior parameters and target business data of the enterprise within the preset time period, and based on the target RAROC, the target post-loan behavior parameters and the target business data, determine the target identification information of the target company; based on The target identification information correspondingly adjusts the current credit limit and/or the current credit interest rate of the target enterprise. Through the above method, the present invention determines the enterprise identification information of the target enterprise through multiple parameters such as the risk-adjusted income parameter, economic capital parameter and target RAROC of the target enterprise, increases the risk evaluation dimension of enterprise credit re-examination, and based on the target enterprise's risk assessment dimension Identifying information and adjusting the credit limit and/or interest rate of the target enterprise accordingly, not only increases the flexibility of the enterprise's post-loan credit re-inspection, but also improves the credibility and accuracy of the post-loan credit re-inspection results, solving the problem of The technical problems of low reliability and accuracy of the existing post-loan credit re-inspection results.

Description of drawings

1 is a schematic diagram of a device structure of a hardware operating environment involved in an embodiment of the present invention;

FIG. 2 is a schematic flowchart of the first embodiment of the post-loan credit rechecking method according to the present invention.

The realization, functional characteristics and advantages of the present invention will be further described with reference to the accompanying drawings in conjunction with the embodiments.

Detailed ways

It should be understood that the specific embodiments described herein are only used to explain the present invention, but not to limit the present invention.

As shown in FIG. 1 , FIG. 1 is a schematic diagram of a device structure of a hardware operating environment involved in an embodiment of the present invention.

The post-loan credit rechecking device in the embodiment of the present invention may be a PC or a server device, on which a Java virtual machine runs.

As shown in FIG. 1 , the post-loan credit rechecking device may include: a processor 1001 , such as a CPU, a network interface 1004 , a user interface 1003 , a memory 1005 , and a communication bus 1002 . Among them, the communication bus 1002 is used to realize the connection 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 and a wireless interface. Optionally, the network interface 1004 may include a standard wired interface and a wireless interface (eg, a WI-FI interface). The memory 1005 may be high-speed RAM memory, or may be non-volatile memory, such as disk memory. Optionally, the memory 1005 may also be a storage device independent of the aforementioned processor 1001 .

Those skilled in the art can understand that the device structure shown in FIG. 1 does not constitute a limitation on the device, and may include more or less components than the one shown, or combine some components, or arrange different components.

As shown in FIG. 1, the memory 1005, which is a computer storage medium, may include an operating system, a network communication module, a user interface module, and a post-loan credit rechecking program.

In the device shown in FIG. 1 , the network interface 1004 is mainly used to connect to the background server and perform data communication with the background server; the user interface 1003 is mainly used to connect to the client (client) and perform data communication with the client; and the processor 1001 can be used to call the post-loan credit rechecking program stored in the memory 1005, and perform the operations in the following post-loan credit rechecking method.

Based on the above hardware structure, an embodiment of the post-loan credit rechecking method of the present invention is proposed.

Referring to FIG. 2, FIG. 2 is a schematic flowchart of the first embodiment of the post-loan credit rechecking method according to the present invention. The post-loan credit rechecking method includes:

Step S10, determining the target risk-adjusted return on capital RAROC of the target enterprise based on the risk-adjusted return parameter and the economic capital parameter of the target enterprise within a preset time period;

At present, when re-examining the credit extension of a loan enterprise that has already been granted credit, usually only the production and operation conditions of the loan enterprise are considered, and then the credit extension of the loan enterprise is determined according to the production and operation conditions of the enterprise. That is to say, for the credit extension of enterprises, at present, the qualification of the enterprise is checked before the loan. After the verification, the loan amount is granted according to the situation of the enterprise, and the amount will not change after the loan. At present, when re-examining the credit extension of an enterprise that has already been granted credit, usually only the production and operation of the enterprise is carried out, and the corresponding credit is granted according to the production and operation of the enterprise. However, only taking the business operation of the enterprise as the judging dimension of credit re-inspection has the problem of a single judging dimension, which reduces the credibility and accuracy of the results of post-loan credit re-inspection. In this embodiment, in order to solve the above problems, the enterprise identification information of the target enterprise is determined through multiple parameters such as the risk-adjusted return parameter of the target enterprise, the economic capital parameter, and the target RAROC, and the risk evaluation dimension of the enterprise credit re-examination is increased. The identification information of the target enterprise, and the corresponding adjustment of the target enterprise's credit line and/or credit interest rate, not only increases the flexibility of the enterprise's post-loan credit re-inspection, but also improves the credibility and accuracy of the post-loan credit re-inspection results. . Specifically, the risk-adjusted return on capital (RAROC) is the return on capital adjusted by expected losses and unexpected losses measured by economic capital. As a relative indicator, RAROC is not limited by the size of the enterprise, and can be fairly used for evaluation among businesses of different scales. It is calculated as (net gain - expected loss)/economic capital. Among them, economic capital refers to the capital that should be reasonably held within the bank, which will be used to bear unexpected losses and maintain normal operations. That is, the risk-adjusted return parameters and economic capital parameters of the target enterprise within a preset time period are obtained, and the target risk-adjusted return on capital RAROC of the target enterprise is determined. The preset time period may be a time period set by the user according to actual needs.

Further, before the step S10, it also includes:

Acquire the enterprise size parameters and business volume change parameters of each enterprise within the preset time period, and determine the enterprises whose enterprise size parameters are less than the average size threshold and whose business volume change parameters are greater than the preset change threshold as to be monitored Enterprise set;

Each enterprise in the to-be-monitored enterprise concentration is sequentially acquired as the target enterprise.

In this embodiment, the current situation of small and micro enterprises is changing more rapidly than medium-sized enterprises. It is reasonable to adopt the form of annual review for large and medium-sized enterprises. However, small and micro enterprises in the growth stage are developing rapidly due to their business volume. state, the initial pre-loan credit may no longer be suitable for the current business situation of the enterprise after a period of time, and can no longer meet the normal business needs of the enterprise. Therefore, for small and micro enterprises, the renewal level of their credit extension should not be in the form of annual re-examination, but should closely observe the status of the enterprise after the credit is granted, and re-examine its credit extension according to the operating conditions of the enterprise. Specifically, according to a preset period, such as one month or 45 days, etc., the enterprise scale parameters and business volume change parameters of each enterprise within the preset time period are obtained. The enterprises whose size parameter of the enterprise is smaller than the average size threshold (that is, small and micro enterprises) and whose business volume variation parameter is greater than the preset variation threshold (that is, that the business volume is in a state of rapid development) are determined as the enterprise set to be monitored, and then sequentially. Perform post-loan credit re-examination on each target enterprise in the set of enterprises to be monitored.

Step S20, acquiring the target post-loan behavior parameters and target business data of the target enterprise within the preset time period, and determining the target based on the target RAROC, the target post-loan behavior parameters and the target business data The target identification information of the enterprise;

For small and micro enterprises that have already granted credit, in terms of monitoring data, in addition to the production and operation data of the enterprise, the enterprise also generates data on the performance of credit behavior. The credit behavior performance data also has a relatively heavy reference value for corporate risks and whether to grant credit. Therefore, only re-examining credit based on corporate business conditions and ignoring the above information will easily lead to an incomplete enterprise risk assessment dimension. In this embodiment, the target identification information of the target enterprise is determined according to the target RAROC, the target post-loan behavior parameters, and the target business data. The identification information includes high risk and low return, high risk and high return, low risk and low return, and low risk and high return. Therefore, in the case of the original credit of the target enterprise, the credit limit and interest rate of the target enterprise are re-examined.

Step S30: Based on the target identification information, correspondingly adjust the current credit limit and/or the current credit interest rate of the target enterprise.

In this embodiment, based on the target identification information, that is, corresponding adjustments are made to the current credit limit and/or the current credit interest rate of high-risk enterprises that have overdue performance or are likely to overdue. For example, the target enterprises are subject to loan recovery or freeze quota operations, or high-yield enterprises, that is, small and micro enterprises with rapid production and operation development and capital needs, to increase quotas and reduce interest rates to meet the production and operation needs of such enterprises. .

This embodiment provides a post-loan credit rechecking method, which determines the target risk-adjusted return on capital RAROC of the target enterprise based on the risk-adjusted return parameters and economic capital parameters of the target enterprise within a preset time period; The target post-loan behavior parameters and target business data of the target enterprise within the preset time period, and based on the target RAROC, the target post-loan behavior parameters and the target business data, determine the target identification information of the target company; Based on the target identification information, correspondingly adjust the current credit limit and/or the current credit interest rate of the target enterprise. Through the above method, the present invention determines the enterprise identification information of the target enterprise through multiple parameters such as the risk-adjusted income parameter, economic capital parameter and target RAROC of the target enterprise, increases the risk evaluation dimension of enterprise credit re-examination, and based on the target enterprise's risk assessment dimension Identifying information and adjusting the credit limit and/or credit interest rate of the target enterprise accordingly, not only increases the flexibility of the enterprise's post-loan credit re-inspection, but also improves the credibility and accuracy of the post-loan credit re-inspection results. The technical problems of low reliability and accuracy of the existing post-loan credit re-inspection results.

Further, based on the first embodiment of the post-loan credit rechecking method of the present invention, a second embodiment of the post-loan credit rechecking method of the present invention is proposed.

In this embodiment, the risk-adjusted return parameters include historical risk-adjusted return parameters and estimated risk-adjusted return parameters, and the step S10 specifically includes:

determining the historical risk-adjusted return parameter of the target enterprise based on the historical revenue, historical operating costs and historical loss parameters of the target enterprise within the preset time period;

Determine the estimated risk-adjusted return parameter of the target company based on the target company's expected revenue, expected operating costs, and expected loss parameters within the preset time period;

Determine the historical RAROC of the target company based on the historical risk-adjusted return and economic capital parameters, and determine the estimated RAROC of the target company based on the estimated risk-adjusted return parameter;

A target RAROC of the target enterprise is determined based on the historical RAROC and the estimated RAROC of the target enterprise within the preset time period.

At present, the application of RAROC in the credit extension of small and micro enterprises is generally only used in the pre-loan interest rate pricing stage, to determine the risk-adjusted income that the enterprise may bring in the future, and to determine the corresponding interest rate according to the income. However, small and micro enterprises can calculate various types of RAROC at various points in the credit extension, including the RAROC value that has actually occurred in the past period of time and the RAROC value that may occur in the future period of time, and can not only be used for pre-loan interest rate pricing, but also It can be used to judge the comprehensive value brought by the customer's repayment behavior to the bank after the loan. Therefore, it is not comprehensive enough for RAROC to be used only in the pre-lending interest rate pricing stage. Therefore, in this embodiment, RAROC is used to evaluate the post-loan behavior of small and micro enterprises, and this condition is listed as one of the important requirements for post-loan credit re-examination. In the RAROC calculation, not only the RAROC performance of the enterprise in the past period of time is considered, but also the RAROC performance of the enterprise in the future period of time to form the comprehensive RAROC value of customers, so as to realize a more comprehensive evaluation of small and micro enterprises. Because the value brought by the same enterprise to the bank is continuous, that is, the enterprise that brought high returns in the past is more likely to bring high returns in the future. Therefore, to give RAROC guidance on price reduction and increase, it is not only necessary to calculate the RAROC value that has actually occurred in the past period of time, but also to calculate the RAROC value that can be predicted in the future period of time. The combination of the two forms the comprehensive RAROC value of the customer, and conducts a more comprehensive analysis of the customer. judgment. Specifically, the estimated RAROC value of the enterprise in a period of time in the future can be calculated based on the repayment information that the enterprise is expected to occur in the future, that is, the income and cost (not Consider early repayment, overdue, and new IOUs). The actual RAROC value of the enterprise in the past period of time can be calculated based on the actual repayment information of the enterprise in the past period of time. ), regardless of price reduction or price increase; increase or decrease the price for customers who are high-value in the past and in the future (that is, both the historical risk-adjusted return parameter and the estimated risk-adjusted return parameter are high). Therefore, after credit is granted to small and micro enterprises, the post-credit information of small and micro enterprises is adjusted according to their post-loan behavior and production and operation data. Among them, the information after the credit has been granted mainly includes the credit line and the credit interest rate. That is, based on the historical revenue, historical operating costs and historical loss parameters of the target enterprise within the preset time period, the historical risk-adjusted return parameter of the target enterprise is determined; Expected revenue, expected operating costs and expected loss parameters within a time period, determine the estimated risk-adjusted return parameters of the target company; determine the historical RAROC of the target company based on the historical risk-adjusted returns and economic capital parameters, and determine the estimated RAROC of the target enterprise based on the estimated risk-adjusted benefit parameter; determine the target enterprise based on the historical RAROC and the estimated RAROC of the target enterprise within the preset time period The goal of RAROC.

Further, based on the second embodiment of the post-loan credit rechecking method of the present invention, a third embodiment of the post-loan credit rechecking method of the present invention is proposed.

In this embodiment, the target post-loan behavior parameters include the target enterprise's cooperation behavior parameters in the relevant bank, withdrawal behavior parameters and repayment behavior parameters, and the step S20 specifically includes:

Acquire the cooperative behavior parameters, withdrawal behavior parameters, and repayment behavior parameters of the target enterprise within the preset time period;

Based on the target RAROC, the cooperation behavior parameter, the withdrawal behavior parameter, the repayment behavior parameter, and the target business data, the target identification information of the target enterprise is determined.

Wherein, the target business data includes target production data and target credit data, and the target business data is determined based on the target RAROC, the cooperation behavior parameter, the withdrawal behavior parameter, the repayment behavior parameter and the target business data. The steps of the target identification information of the target enterprise specifically include:

Based on the target RAROC, the cooperation behavior parameters, the withdrawal behavior parameters, the repayment behavior parameters, the target production data, and the target credit information data, determine whether the target enterprise is low-risk and high-yield;

If the target enterprise is the low risk and high profit, the low risk and high profit is used as the target identification information.

Wherein, after the step of judging whether the target enterprise is low-risk and high-return 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 information data, Also includes:

If the target enterprise is not the low risk and high profit, then determine whether the target enterprise is high risk and low profit;

If the target enterprise is the high risk and low profit, the high risk and low profit is used as the target identification information.

In this embodiment, the target post-loan behavior parameter mainly considers the cooperation behavior of the enterprise in the bank, the performance of the withdrawal behavior and the performance of the repayment behavior; the target operation data mainly considers the performance of the customer's production and operation data and the performance of the customer's credit data. The target RAROC, the cooperation behavior parameters, the withdrawal behavior parameters, the repayment behavior parameters, the target production data and the target credit information data are used to comprehensively evaluate the risk of the production and operation of the target enterprise, and determine the customer risk level. Such as low risk high return or high risk low return and other identification information.

Further, the step S30 specifically includes:

When the target identification information is the low risk and high yield, increase the current credit line and/or reduce the current credit interest rate according to a preset post-loan adjustment rule;

When the target identification information is the high risk and low return, freeze or withdraw the current credit line according to the preset post-loan adjustment rule.

In this embodiment, the commonly used loan pricing models include cost plus model, base interest rate plus point model, customer profit analysis model and RAROC pricing model. It is applied in the post-loan pricing adjustment method. If this method is used for pricing before lending, the interest rate is usually used as the rate of return, other cost rates and other information are set, and the interest rate is obtained by inversely deducting the lowest rate of return. However, the pre-loan usage method is based on the lack of past information, so this application method is not suitable for direct post-loan pricing. After the loan, the comprehensive RAROC information of the customer can actually be calculated. The RAROC level reflects the current and future income of the customer and is representative. Therefore, the rate of return, cost rate and other information calculated by the comprehensive RAROC of the actual customer is used. The relationship between the rate of return and the average interest rate, in the case of setting the minimum rate of return, the interest rate can be obtained by inversion. For this method, it can be understood that the relationship between interest and income of the customer, as well as the calculated cost rate and expected loss rate, are obtained by applying past experience, and in the case of determining the minimum income, the price reduction interest level is reversed. In this method, if the price reduction function needs to be realized, it is only necessary to set a lower RAROC value than the original customer's comprehensive RAROC; correspondingly, if the price needs to be increased, a higher RAROC value is set to realize the control of the direction of interest rate rise and fall. Compared with conventional pre-loan RAROC pricing, which is directly used after loan, this method is relatively objective, and has covered the yield impact of customers’ behavioral habits such as early repayment. The quota adjustment method cannot use the minimum RAROC-based inverse method similar to the pricing adjustment, because the interest rate only affects the income item in the RAROC numerator, but RAROC is a relative indicator to eliminate the scale, and the impact of the quota will be eliminated in the individual RAROC calculation. . The RAROC method based on the individual client cannot guide the quota adjustment, but the RAROC based on the portfolio can guide the quota adjustment at the portfolio level. The choice of combination can be determined according to different needs. Common combinations include regions and industries.

For the methods executed by the above program modules, reference may be made to the various embodiments of the post-loan credit rechecking method of the present invention, which will not be repeated here.

The present invention also provides a computer-readable storage medium.

The computer-readable storage medium of the present invention stores a post-loan credit rechecking program, and when the post-loan credit rechecking program is executed by the processor, implements the steps of the above-mentioned post-loan credit rechecking method.

For the method implemented when the post-loan credit rechecking program running on the processor is executed, reference may be made to the various embodiments of the post-loan credit rechecking method of the present invention, which will not be repeated here.

It should be noted that, herein, the terms "comprising", "comprising" or any other variation thereof are intended to encompass non-exclusive inclusion, such that a process, method, article or system comprising a series of elements includes not only those elements, It also includes other elements not expressly listed or inherent to such a process, method, article or system. Without further limitation, an element qualified by the phrase "comprising a..." does not preclude the presence of additional identical elements in the process, method, article or system that includes the element.

The above-mentioned serial numbers of the embodiments of the present invention are only for description, and do not represent the advantages or disadvantages of the embodiments.

From the description of the above embodiments, those skilled in the art can clearly understand that the method of the above embodiment can be implemented by means of software plus a necessary general hardware platform, and of course can also be implemented by hardware, but in many cases the former is better implementation. Based on such understanding, the technical solutions of the present invention can be embodied in the form of software products in essence or the parts that make contributions to the prior art, and the computer software products are stored in a storage medium (such as ROM/RAM) as described above. , magnetic disk, optical disk), including several instructions to make a terminal device (which may be a mobile phone, a computer, a server, an air conditioner, or a network device, etc.) execute the methods described in the various embodiments of the present invention.

The above are only preferred embodiments of the present invention, and are not intended to limit the scope of the present invention. Any equivalent structure or equivalent process transformation made by using the contents of the description and drawings of the present invention, or directly or indirectly applied in other related technical fields , are similarly included in the scope of patent protection 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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