基于D-S证据理论的存货质押融资贷前风险评价

摘要

存货质押融资贷前风险评价是银行规避风险、选择优质客户的重要手段。建立了存货质押融资贷前风险评价指标体系，提出了多源异类信息指标的mass函数表达与处理方法，基于D-S证据理论建立了风险评价模型。为克服传统定性指标的专家权重赋值方法主观性较强的缺陷，基于Jousselme证据间距离提出了一种综合权重赋值方法。实例分析表明，该模型可直观地度量存货质押融资业务的风险水平，帮助银行准确、快速地审核贷款企业的存货质押融资贷款申请。%Risk rating for inventory financing business before loans is an effective measure for avoiding risks and selecting valued clients. Index system of risk rating is constructed for inventory financing business. Representation of quantitative and qualitative indexes, historical data, experts’opinions, and industry experiences for mass functions are conducted, and a risk rating model for inventory financing business is constructed by evidence theory. To void the weakness that the weights of experts’opinions are determined too subjective to qualitative indexes, a synthesis weighting method is proposed based on Jousselme’s measure of distance between evidences. Numerical simulations show that the proposed model can measure the risk level intuitively, and help banks to audit the applications of loan companies.