|
Category of environment risk | Item of assessment | Credit input (I) indicators and assessment standard | Credit output (O) indicators and assessment standard | Data origin | Frequency and DEA | Importance and weight |
|
Country risk | Sovereign credit and international business environment | (I11) GDP growing rate | (O12) Sovereign credit rating (1–9 grades) | The World Bank and famous credit rating organizations | Year, [0, 1] | Same importance; 0.3333 |
(I21) Growing speed of unemployment rate | (O22) DTF score1 (published by the World Bank) |
(I31) Import and export growing rate |
Region risk | Level of region economic activity and market credit environment | (I41) Debt growing rate of the region’s financial organization | (O32) Bad loan rates of the region’s financial organization | National Bureau of Statistics | Year, [0, 1] | Same importance; 0.3333 |
(I51) Total retail sales growing rate of the region’s consumer goods | (O42) Region’s revenue growing rate | Ministry of Commerce |
State Bureau of Industry and Commerce |
(I61) Total fixed asset investment growing rate |
People’s Bank of China |
Industry risk | Industrial economic cycle, prosperity and credit ecology | (I71) Industry enterprise proprietor rights growing rate | (O52) Industry market mainstay growing rate | National Bureau of Statistics | Year, [0, 1] | Same Importance; 0.3334 |
(I 81) Industry main business income growing rate | (O62) Average price-earnings ratio of recent three months | China Securities Index Company |
|