Model of Credit Rating of Micro Enterprise Based on Fuzzy Integration

Abstract

This paper elects credit data of 1688 micro enterprises in a certain commercial bank in China from 2013 to 2016 as empirical research objects, we use the combination method of t test and correlation analysis to construct credit rating indicator system of micro enterprises, use entropy weight method and fuzzy integration to construct credit evaluation model of micro enterprises, and divide credit rating of micro enterprises based on score standard. The empirical results indicate three main points, firstly final constructed indicator system can significantly discriminate credit state of micro enterprises and avoid information overlapping between indicators, and curve ROC proves credit rating indicator system of micro enterprises is effective; secondly use entropy weight method to weight indicators objectively, and evaluate credit state of micro enterprises comprehensively based on fuzzy integration model; lastly divide credit rating of micro enterprises on the basis of credit score standard, and prove that upper rating has minor default enterprises, and overall micro enterprises’ credit state is basically on average credit level.