CN115564551A - A corporate credit rating method based on financial big data - Google Patents

Abstract

The invention discloses an enterprise credit rating method of financial big data, which relates to the field of enterprise credit rating, and aims at the current mainstream credit rating method which is mainly targeted at listed companies, the existing model is not satisfactory in the credit rating level of small and medium enterprises, and the following scheme is provided, S1: establishing an enterprise supervision system mechanism, logging in and verifying enterprise information, and simultaneously performing information verification, analysis and processing on the logged-in enterprise through the enterprise supervision system mechanism; s2: establishing an enterprise credit rating mechanism: establishing a rating concept and a company credit analysis mechanism through an enterprise credit rating mechanism, wherein the rating concept is divided into three combined modules; the invention carries out synchronous and rapid analysis processing on the investigation of enterprise operation behaviors and the investigation of the behaviors of enterprise managers to carry out primary rating processing, and simultaneously carries out enterprise analysis processing through a linear discriminant analysis model, thereby effectively improving the effect and the efficiency of enterprise credit rating on financial big data.

Description

A corporate credit rating method based on financial big data

technical field

The invention relates to the field of enterprise credit rating, in particular to an enterprise credit rating method based on financial big data.

Background technique

Enterprise credit refers to the credit rating of an enterprise evaluated by a third-party credit investigation agency based on the collection of another enterprise's information and according to the credit rating rules of the credit investigation agency. Generally speaking, enterprise credit management refers to the management activities carried out by enterprises to obtain credit provided by others or to grant credit to others. Develop credit transactions and obtain credit resource services.

Today's mainstream credit rating methods are mainly oriented to listed companies, and the performance of existing models at the credit rating level of small and medium-sized enterprises is not satisfactory. The main reason is that the financial indicators disclosed by small and medium-sized enterprises cannot objectively reflect the company's financial status. As the only data source for quantitative analysis, if the authenticity of indicators is not guaranteed, the objectivity and fairness of the rating results will be greatly compromised. Therefore, we propose a corporate credit rating method based on financial big data.

Contents of the invention

The purpose of the present invention is to solve the shortcomings in the prior art, and propose a method for enterprise credit rating of financial big data.

In order to achieve the above object, the present invention adopts the following technical solutions:

An enterprise credit rating method based on financial big data, comprising the following steps:

S1: Establish an enterprise supervision system organization, log in and verify enterprise information, and at the same time conduct information verification, analysis and processing on registered enterprises through the enterprise supervision system organization;

S2: Establish a corporate credit rating agency: formulate a rating concept and a company credit analysis agency through a corporate credit rating agency. The rating concept is divided into three combined modules, namely: the combination of subject rating and debt rating, qualitative analysis and quantitative analysis Combined, pay attention to cash flow analysis;

S3: Enterprise Credit Quantitative Analysis Agency: The enterprise credit quantitative analysis is composed of a series of evaluation index systems, which are mainly divided into three categories: ①Indicators for examining corporate capital credit, ②Indicators for examining corporate economic benefits, ③Inspection for corporate management index;

S4: Enterprise credit rating procedure: when performing credit rating work on an enterprise, it is generally evaluated from the aspects of research, initial evaluation, re-evaluation and results, and the evaluation time is 5 weeks;

S5: Carry out enterprise analysis processing through the linear discriminant analysis model.

Further, through the corporate supervision system, the company will analyze whether there are violations in the business process of the company over the years, and at the same time analyze the tax payment of the company, and verify and review the personal information of the corporate legal person to check whether the person in charge of the company has any personal violations. .

Furthermore, based on the issuer's subject rating and focusing on the debt rating, as the subject of bond issuance, the overall basic quality, financial status, operating capacity, profitability, cash flow, and development prospects of the company will be assessed. The determination of the credit rating of bonds serves as the basis for evaluation. At the same time, the use of raised funds, risk conditions, and debt repayment arrangements will also directly affect the repayment of bonds at maturity.

Further, the above-mentioned focus on cash flow analysis: the repayment of debts at maturity requires a large amount of cash flow expenditures. In setting rating indicators, the company adopts a unified method of historical inspection, current situation analysis and future prediction to examine the issuer's The ability of normal operating activities to generate net cash flow and the ability of financing projects to generate stable cash flow. At the same time, the company also uses methods such as sensitivity analysis, stress testing, and scenario simulation to examine the issuer's ability to cover debt with cash flow under different operating environments. Condition.

Further, the rating procedure is divided into two steps:

1. On-site research. When evaluating an enterprise, first-hand information can be obtained through on-site evaluation, which can truly and effectively reflect the situation of the enterprise. The evaluation work mainly starts from the interviews with the staff, the assumptions of the decision makers, the working environment of the enterprise and the situation of the enterprise. The operating conditions of the enterprise should be carried out, and the relevant departments of the enterprise and the creditors of the enterprise should be investigated during the evaluation;

2. Preliminary evaluation suggestions. After obtaining real and effective data through on-the-spot investigation and research, you can enter the initial evaluation stage. The initial evaluation stage is mainly based on the analysis and arrangement of the personnel of the rating team based on the relevant information of the enterprise, and the data of the enterprise according to the provisions of the credit rating system. Processing is performed, after which the data is entered into a computer for analysis.

Further, its responsibilities include supervising and managing the financial market in accordance with the regulations; issuing orders and regulations related to financial supervision and management and business; supervising and managing the legal and compliant operation of financial institutions, etc. my country's financial regulatory agencies include the "One Bank and Two Councils", namely People's Bank of China, China Banking and Insurance Regulatory Commission and China Securities Regulatory Commission.

Further, the linear discriminant analysis model is: Z=0.012X ₁ +0.014X ₂ +0.033X ₃ +0.006X ₄ +0.999X ₅ , where X ₁ is working capital/total assets, and X ₂ is retained earnings/ Total assets, X ₃ is earnings before interest and taxes/total assets, X ₄ is market value of equity/book value of total liabilities, X ₅ is sales revenue/total assets, the critical value is 2.675, if Z is less than the critical value, the borrower is classified as The default group has a lower credit rating, otherwise it is classified into the normal group and has a higher credit rating.

The invention checks the registration of enterprise information through the enterprise supervision system organization, and quickly verifies the operation of the enterprise. At the same time, it can quickly analyze, check, and process the personal violations of enterprise units and enterprise legal persons, and effectively monitor enterprises and enterprise legal persons. Fast credit rating processing.

Description of drawings

In order to more clearly illustrate the technical solutions in the embodiments of the present application or the prior art, the following will briefly introduce the accompanying drawings that are required in the embodiments. Obviously, the accompanying drawings in the following description are only described in the present invention For some embodiments of the present invention, those skilled in the art can also obtain other drawings according to these drawings.

Fig. 1 is a block diagram of the overall steps of a corporate credit rating method for financial big data proposed by the present invention.

detailed description

The following clearly and completely describes the technical solutions in the embodiments of the present invention. Obviously, the described embodiments are only some of the embodiments of the present invention, but not all of them.

An embodiment provided by this solution: a method for corporate credit rating of financial big data, including the following steps:

S1: Establish an enterprise supervision system organization, log in and verify enterprise information, and at the same time conduct information verification, analysis and processing on registered enterprises through the enterprise supervision system organization;

S2: Establish a corporate credit rating agency: formulate rating concepts and corporate credit analysis agencies through corporate credit rating agencies. The rating concept is divided into three combined modules, namely: the combination of subject rating and debt rating, and the combination of qualitative analysis and quantitative analysis , focusing on cash flow analysis;

S3: Enterprise Credit Quantitative Analysis Institution: Enterprise Credit Quantitative Analysis consists of a series of evaluation index systems, which are mainly divided into three categories: ①Indicators for examining corporate capital credit, ②Indicators for examining corporate economic benefits, ③Indicators for examining corporate management;

S4: Enterprise credit rating procedure: when performing credit rating work on an enterprise, it is generally evaluated from the aspects of research, initial evaluation, re-evaluation and results, and the evaluation work time is generally about 5 weeks;

S5: Carry out enterprise analysis processing through the linear discriminant analysis model.

In this embodiment, through the enterprise supervision system organization, whether there are violations in the business process of the enterprise over the years, and at the same time analyze the tax payment of the enterprise, and verify and review the personal information of the enterprise legal person to check whether the person in charge of the enterprise has personal violations behavior exists.

In this embodiment, based on the subject rating of the issuer and focusing on the debt rating, as the subject of the bond issue, the overall basic quality, financial status, operating capacity, profitability, cash flow, and development prospects of the company, etc., It will serve as an evaluation basis for determining the credit rating of bonds. At the same time, the use of raised funds, risk conditions, and debt repayment arrangements will also directly affect the repayment of bonds at maturity.

In this example, cash flow analysis is emphasized: the repayment of debts at maturity requires a large amount of cash flow expenditures. In setting rating indicators, the company adopts a unified method of historical investigation, current situation analysis and future forecasting to investigate the issuer's The ability of normal operating activities to generate net cash flow and the ability of financing projects to generate stable cash flow. At the same time, the company also uses methods such as sensitivity analysis, stress testing, and scenario simulation to examine the issuer's ability to cover debt with cash flow under different operating environments. Condition.

In this embodiment, the rating procedure is divided into two steps:

1. On-site research. When evaluating an enterprise, first-hand information can be obtained through on-site evaluation, which can truly and effectively reflect the situation of the enterprise. The evaluation work mainly starts from the interviews with the staff, the assumptions of the decision makers, the working environment of the enterprise and the situation of the enterprise. The operating conditions of the enterprise should be carried out, and the relevant departments of the enterprise and the creditors of the enterprise should be investigated during the evaluation;

2. Preliminary evaluation suggestions. After obtaining real and effective data through on-the-spot investigation and research, you can enter the initial evaluation stage. The initial evaluation stage is mainly based on the analysis and arrangement of the personnel of the rating team based on the relevant information of the enterprise, and the data of the enterprise according to the provisions of the credit rating system. Processing is performed, after which the data is entered into a computer for analysis.

In this embodiment, its responsibilities include supervising and managing the financial market in accordance with regulations; issuing orders and regulations related to financial supervision and management and business; supervising and managing the legal and compliant operation of financial institutions.

In this embodiment, the linear discriminant analysis model is: Z=0.012X ₁ +0.014X ₂ +0.033X ₃ +0.006X ₄ +0.999X ₅ , where X ₁ is working capital/total assets, and X ₂ is retained earnings/ Total assets, X ₃ is earnings before interest and taxes/total assets, X ₄ is market value of equity/book value of total liabilities, X ₅ is sales revenue/total assets, the critical value is 2.675, if Z is less than the critical value, the borrower is classified as The default group has a lower credit rating; otherwise, it is classified into the normal group and has a higher credit rating.

The present invention conducts preliminary rating processing through synchronous rapid analysis and processing of the investigation of the business operation behavior of the enterprise and the behavior investigation of the person in charge of the enterprise. At the same time, the enterprise analysis and processing can be carried out through the linear discriminant analysis model, which effectively improves the corporate credit rating of financial big data effect and efficiency.

The above is only a preferred embodiment of the present invention, but the scope of protection of the present invention is not limited thereto, any person familiar with the technical field within the technical scope disclosed in the present invention, according to the technical solution of the present invention Any equivalent replacement or change of the inventive concepts thereof shall fall within the protection scope of the present invention.

Claims (7)

1. A method for corporate credit rating of financial big data, characterized in that it comprises the following steps: S1: Establish an enterprise supervision system organization: log in and verify the enterprise information, and at the same time conduct information verification, analysis and processing on the registered enterprise through the enterprise supervision system organization; S2: Establish a corporate credit rating agency: formulate a rating concept and a company credit analysis agency through a corporate credit rating agency. The rating concept is divided into three combined modules, namely: the combination of subject rating and debt rating, qualitative analysis and quantitative analysis Combined, pay attention to cash flow analysis; S3: Enterprise Credit Quantitative Analysis Agency: The enterprise credit quantitative analysis is composed of a series of evaluation index systems, which are mainly divided into three categories: ①Indicators for examining corporate capital credit, ②Indicators for examining corporate economic benefits, ③Inspection for corporate management index; S4: Enterprise credit rating procedure: when performing credit rating work on an enterprise, it is generally evaluated from the aspects of research, initial evaluation, re-evaluation and results, and the evaluation time is 5 weeks; S5: Analytical organization: conduct enterprise analysis and processing through the linear discriminant analysis model. 2. The enterprise credit rating method of a kind of financial big data according to claim 1, characterized in that, in said S1, the enterprise supervision system organization checks whether the enterprise has violated regulations in the enterprise's business operation process over the years, and at the same time pays taxes to the enterprise Analyze the situation, and conduct personal information verification and review of corporate legal persons to check whether the person in charge of the company has any personal violations. 3. A corporate credit rating method based on financial big data according to claim 1, characterized in that, based on the subject rating of the issuer and focusing on debt rating, as the subject of bond issuance, the basic Quality, financial status, operating capacity, profitability, cash flow, and development prospects will play a role in evaluating the credit rating of bonds. At the same time, the use of funds raised, risk status, and debt repayment arrangements will also directly affect the bond. repayment at maturity. 4. The enterprise credit rating method of a kind of financial big data according to claim 1, characterized in that, in said S2, the emphasis on cash flow analysis is the due repayment of debts, which requires a large amount of cash flow expenditure, and the company is in the process of rating In the setting of indicators, the unified method of historical investigation, current situation analysis and future forecast is used to examine the ability of the issuer to generate net cash flow from normal operating activities and the ability of financing projects to generate stable cash flow. At the same time, the company also uses sensitivity Analysis, stress testing, and scenario simulation methods examine how the issuer's cash flow covers debt under different operating environment changes. 5. the enterprise credit rating method of a kind of financial big data according to claim 1, is characterized in that, described rating program is divided into two steps: 1. On-site research. When evaluating an enterprise, first-hand information can be obtained through on-site evaluation, which can truly and effectively reflect the situation of the enterprise. The evaluation work mainly starts from the interviews with the staff, the assumptions of the decision makers, the working environment of the enterprise and the situation of the enterprise. The operating conditions of the enterprise should be carried out, and the relevant departments of the enterprise and the creditors of the enterprise should be investigated during the evaluation; 2. Preliminary evaluation suggestions. After obtaining real and effective data through on-the-spot investigation and research, you can enter the initial evaluation stage. The initial evaluation stage is mainly based on the analysis and arrangement of the personnel of the rating team based on the relevant information of the enterprise, and the data of the enterprise according to the provisions of the credit rating system. Processing is performed, after which the data is entered into a computer for analysis. 6. The enterprise credit rating method of a kind of financial big data according to claim 1, characterized in that, said duties include supervising and managing the financial market in accordance with regulations; issuing orders and regulations related to financial supervision and management and business; supervising and managing The legal and compliant operation of financial institutions. 7. The enterprise credit rating method of a kind of financial big data according to claim 1, characterized in that, the linear discriminant analysis model is: Z=0.012X ₁ +0.014X ₂ +0.033X ₃ +0.006X ₄ + 0.999X ₅ , where X ₁ is working capital/total assets, X ₂ is retained earnings/total assets, X ₃ is earnings before interest and taxes/total assets, X ₄ is market value of equity/book value of total liabilities, and X ₅ is sales Income/total assets, the critical value is 2.675. If Z is less than the critical value, the borrower will be classified into the default group with a lower credit rating; otherwise, the borrower will be classified into the normal group with a higher credit rating.

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