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Modeling the credit risk for China's small and medium-sized enterprises

The New Basel accord has highlighted the need for models of the credit risk in portfolios of small and medium-sized enterprises (SMEs) loans. There are really no such models of the risks in SMEs loan even though there is a well established industry-credit scoring-in modeling the risk of company loans. This paper discusses if and how one could use equivalent approaches to building such models in SMEs lending and adopting one regional commercial bank's data to make Tobit empirical study. The result explains our model is a viable method to solve the problem of credit risk of banks with the interest changes from the control price into the market price.