基于粗糙集理论的商业银行无清偿能力风险综合评价研究

本文将粗糙集理论与多属性决策方法相结合,提出了在金融危机环境下商业银行进行无清偿能力风险评估的一种新的可行性方法。通过建立商业银行无清偿能力风险评估的层次模型,利用粗糙集理论,完全由数据驱动,从多个层面对商业银行的无清偿能力风险进行评估,并通过案例分析,阐明了本方法的可行性与科学性。

Study on Comprehensive Evaluation of Insolvency Risk of Commercial Bank Based on Rough Set Theory

By combining the rough set theory with the multi-factor decision method, this paper puts forward an applicable method to evaluate the insolvency risk of commercial banks under the circumstance of financial crisis. It builds a multi-layer model to evaluate the insolveney risk of commereial banks,then uses the rough set theory to evaluate the risk of commereial bank from many aspects, which is all based on data driving. Finally,it uses a case study to demonstrate the feasibility and scientificity of this method, which is better compared to the traditional method