多属性决策方法在商业银行信用风险评估中的应用 |
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引用本文: | 原毅军,吕 品,李聪.多属性决策方法在商业银行信用风险评估中的应用[J].南京审计学院学报,2012(2):17-22. |
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作者姓名: | 原毅军 吕 品 李聪 |
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作者单位: | 大连理工大学经济学院 |
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摘 要: | 决策理论中的多属性决策方法可以直观比较出多家银行所面临的信用风险大小,这对我国商业银行的信用风险监测具有重要意义。以我国具有代表性的四家商业银行作为样本,运用多属性决策方法对商业银行信用风险进行评估,结果表明,多属性决策方法具有科学性和可操作性。
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关 键 词: | 商业银行 信用风险管理 信用风险评估 信用风险指标 多属性决策 TOPSIS方法 |
Evaluation on Credit Risk of Commercial Banks: Based on Multi-attribute Decision Making of TOPSIS |
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Authors: | YUAN Yi-jun Lü Pin LI Cong |
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Institution: | YUAN Yi-jun,Lü Pin,LI Cong |
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Abstract: | Multi-attribute Decision Making in the decision-making theory can compare the credit risks faced by many banks,which is of great significance to credit risk monitoring of our country’s commercial bank.Taking our four representative commercial banks as sample,the paper uses classical Multi-attribute Decision Making to assess credit risk.The results show that Multi-attribute Decision Making is both scientific and applicable. |
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Keywords: | commercial banks credit risk management credit risk evaluation credit risk indicator Multi-attribute Decision Making TOPSIS |
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