Study Of Grey Relational Credit Rating Model Weighted By AHP

The State Council issued the "Outline of the Plan for the Construction of Social Credit System (2014-2020)" in this June, which regarded "import and export" as an important field and required to "promote the credit construction of international business and economics". In consideration of this background, this paper selects45foreign trade listed corporations to study credit rating, in order to provide some useful ideas and solutions to government and relevant departments.This paper establishes the credit rating index system of foreign trade listed corporation. Firstly,32quantitative variables and10qualitative variables are selected primarily by qualitative analysis. Secondly,9quantitative variables are reserved through Mann-Whitney U Test and Spearman Correlation Analysis, and4qualitative variables through x2Test. Finally, the credit rating index system of foreign trade listed corporation is established, containing13variables in all.Then, this paper establishes grey relational credit rating model weighted by AHP. Firstly, the weight of each index is determined by the method of AHP with the help of R software. Secondly,45foreign trade listed corporations are ranked by grey relational grade determined by grey relational model and the last three are ST corporations, which is conformed to reality. Finally, the rating results are changed to A-E levels. As a result,8corporations are assessed as Grade A,16as Grade B,15as Grade C,3as Grade D and3ST corporations as Grade E.