Financial risk analysis for SMEs with graph-based supply chain mining

Abstract

Small and Medium-sized Enterprises (SMEs) are playing a vital role in the modern economy. Recent years, financial risk analysis for SMEs attracts lots of attentions from financial institutions. However, the financial risk analysis for SMEs usually suffers data deficiency problem, especially for the online financial institutions which seldom collect credit-related data directly from SMEs. Fortunately, although credit-related information of SMEs is hard to be acquired sufficiently, the interactive relationships between SMEs, which may contain valuable information of financial risk, is usually available for the online financial institutions. Finding out credit-related relationship of SME from massive interactions helps comprehensively model the SMEs thus improve the performance of financial risk analysis. In this paper, tackling the data deficiency problem of financial risk analysis for SMEs, we propose an innovative financial risk analysis framework with graph-based supply chain mining. Specifically, to capture the credit-related topological structure and temporal variation of SMEs, we design and employ a novel spatial-temporal aware graph neural network, to mine supply chain relationship on a SME graph, and then analysis the financial risk based on the mined supply chain graph. Experimental results on real-world financial datasets prove the effectiveness of our proposal for financial risk analysis for SMEs.