RESEARCH ON THE RISK EVALUATION IN LOAN PROJECTS OF COMMERCIAL BANK IN FINANCIAL CRISIS

被引：1

作者：

Qiao, Hong ^{[1
]}

Dong, Xue-Chen ^{[2
]}

机构：

[1] Agr Hebei Univ, Sch Business, Baoding 071000, Peoples R China

[2] North China Elect Power Univ, Dept Econ & Management, Baoding 071003, Peoples R China

来源：

PROCEEDINGS OF 2009 INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND CYBERNETICS, VOLS 1-6 | 2009年

关键词：

Commercial bank; Loan projects risk; GRA; Fuzzy Evaluation;

D O I：

10.1109/ICMLC.2009.5212440

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Loan risk is one of most important source of risk that our commercial bank face and it constructs the main part of risk management. So strengthening the measurement is of much significance to our commercial bank. Based on brief Introduction of the theory of loan projects risk, considering the complexity of multi-objective decision of credit risk assessment in commercial bank, this paper builds a new analysis index system for the loan projects risk ranking in commercial bank. By using GRA method to determine the weights of the evaluating indicators and taking the fuzzy comprehensive evaluation as the evaluation criteria, it advances a new method of loan projects risk assessment in commercial bank The practical examples show that this method is feasible.

引用

页码：776 / +

页数：2

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