| 商业银行信贷风险模糊综合评价研究 |
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| 引用本文： | 崔和瑞,黄洁.商业银行信贷风险模糊综合评价研究[J].经济研究导刊,2011(7):73-76. |
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| 作者姓名： | 崔和瑞 黄洁 |
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| 作者单位： | 华北电力大学,经济管理系,河北,保定,071003 |
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| 摘 要： | 随着贷款业务不断发展,信誉风险已成为中国商业银行面临的最大风险。介绍了银行贷款的风险分类,并给出贷款风险的指标评价体系,为了避免信息重叠,运用主成分分析法进行降维处理,同时引入了对数化法对指标进行无量纲化处理。结合模糊综合评价理论建立风险等级评价模型,并用实例验证了模型的有效性。
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| 关 键 词： | 模糊评价 风险 主成分分析 贷款 |
Research on Fuzzy Comprehensive Evaluation of Commercial Bank Credit Risk |
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| CUI He-rui,HUANG Jie.Research on Fuzzy Comprehensive Evaluation of Commercial Bank Credit Risk[J].Economic Research Guide,2011(7):73-76. |
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| Authors: | CUI He-rui HUANG Jie |
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| Institution: | (Department of Economics and Management,North China Electricity Power University,Baoding 071003,China) |
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| Abstract: | With the continuous development of business loans,credit risk has become the greatest risk which commercial banks faced.This paper analyzed the risk classification of bank loans and gave the credit risk evaluation indicators system,in order to avoid duplication of information,used principal component analysis for reduced-order processing,in the meanwhile,used Logarithmic for non-dimensional treatment.Combined with fuzzy comprehensive evaluation to establish a risk prediction model,and an empirical were given to analyze the validity of the model |
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| Keywords: | principal component analysis risk fuzzy comprehensive evaluation load |
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