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<p>With the continuous development of the Fintech sector, the management of credit risk has become particularly important. In this study, ESG factors are introduced into the traditional KMV model, and an innovative green credit risk warning model is proposed. The research employs regression and mediation models to explore the relationship between ESG performance and credit risk in Chinese FinTech companies, with the default point acting as a mediator in this dynamic. Simultaneously, this study uses the cutting-edge PSO algorithm to modify the FAHP model to calculate the ESG rating revision weights more accurately. The results show that integrating ESG factors can significantly improve the accuracy of credit risk prediction for fintech companies. Furthermore, this study also creates the risk early warning line of the Fintech industry base on the new Green-KMV model. As a policy recommendation, this study advocates the strategic integration of ESG indicators into credit risk management and proposes specific measures from three different perspectives: financial institutions, regulators, and the government.</p>

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Nexus Between ESG Performance and Credit Risk in Chinese FinTech Companies

  • 期刊论文

  • 发表日期：

    2025年4月11日

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  • Li Zeng,
  • Wee-Yeap Lau

摘要

With the continuous development of the Fintech sector, the management of credit risk has become particularly important. In this study, ESG factors are introduced into the traditional KMV model, and an innovative green credit risk warning model is proposed. The research employs regression and mediation models to explore the relationship between ESG performance and credit risk in Chinese FinTech companies, with the default point acting as a mediator in this dynamic. Simultaneously, this study uses the cutting-edge PSO algorithm to modify the FAHP model to calculate the ESG rating revision weights more accurately. The results show that integrating ESG factors can significantly improve the accuracy of credit risk prediction for fintech companies. Furthermore, this study also creates the risk early warning line of the Fintech industry base on the new Green-KMV model. As a policy recommendation, this study advocates the strategic integration of ESG indicators into credit risk management and proposes specific measures from three different perspectives: financial institutions, regulators, and the government.