Research on the Identification and Analysis of Risk Sources of Financial Enterprises Based on MLP Contribution Analysis

To prevent the opportunities and challenges brought by unexpected economic situations, each enterprise must identify the sources of financial risk and establish an early warning mechanism for financial risk. In view of the shortcomings of traditional financial risk source identification, this paper adopts the CRITIC (Criteria Importance Through Inter-criteria Correlation) method to achieve objective weighting of indicators and calculate the enterprise risk value. MLP (Multilayer Perceptron) is used to quantitatively analyze the relationship between indicator data samples and risk values to establish a financial risk evaluation model. In this paper, macroeconomic risk indicators and business environmental risk indicators are used as the two main categories, and 12 indicators are selected as evaluation factors to apply the model to a wider range of corporate financial risk assessments. The results show that: this training model is more robust, with an error of only 8.86%. Among them, the loan interest rate (0.121) and total operating income (0.086) have a greater impact on corporate financial risks, and companies need to establish a complete financial risk early warning system based on the assessment results.