  Risk assessment is a substantial problem for financial institutions that has
been extensively studied both for its methodological richness and its various
practical applications. With the expansion of inclusive finance, recent
attentions are paid to micro and small-sized enterprises (MSEs). Compared with
large companies, MSEs present a higher exposure rate to default owing to their
insecure financial stability. Conventional efforts learn classifiers from
historical data with elaborate feature engineering. However, the main obstacle
for MSEs involves severe deficiency in credit-related information, which may
degrade the performance of prediction. Besides, financial activities have
diverse explicit and implicit relations, which have not been fully exploited
for risk judgement in commercial banks. In particular, the observations on real
data show that various relationships between company users have additional
power in financial risk analysis. In this paper, we consider a graph of banking
data, and propose a novel HIDAM model for the purpose. Specifically, we attempt
to incorporate heterogeneous information network with rich attributes on
multi-typed nodes and links for modeling the scenario of business banking
service. To enhance feature representation of MSEs, we extract interactive
information through meta-paths and fully exploit path information. Furthermore,
we devise a hierarchical attention mechanism respectively to learn the
importance of contents inside each meta-path and the importance of different
metapahs. Experimental results verify that HIDAM outperforms state-of-the-art
competitors on real-world banking data.
