Credit risk evaluation based on LINMAP

被引：0
|
作者：
Mou, Tai-yong [1 ]
Zhou, Zong-fang
Shi, Yong
机构：
[1] Univ Elect Sci & Technol China, Sch Management, Chengdu 610054, Sichuan, Peoples R China
[2] Chinese Acad Sci, Res Ctr Data Technol & Knowledge Econ, Beijing 100080, Peoples R China
来源：
COMPUTATIONAL SCIENCE - ICCS 2006, PT 4, PROCEEDINGS | 2006年 / 3994卷
关键词：
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
This paper deals with customer's credit risk assessment. We put forward a method based on the Linear Programming Technique for Multidimensional Analysis of Preference (LINMAP). The method is used to develop a credit risk assessment model using a large sample of firms derived from the loan portfolio of a leading Construction Bank of China. The model gave us the method to determine the optimal credit evaluation weights and ideal point. Further we give an example for its application.
引用
收藏
页码：452 / 459
页数：8
相关论文
共 50 条
  • [1] Evaluation of associated credit risk in supply chain based on trade credit risk contagion
    Xie, Xiaofeng
    Hu, Xiuying
    Xu, Kai
    Wang, Junyao
    Shi, Xinyu
    Zhang, Fengying
    8TH INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND QUANTITATIVE MANAGEMENT (ITQM 2020 & 2021): DEVELOPING GLOBAL DIGITAL ECONOMY AFTER COVID-19, 2022, 199 : 946 - 953
  • [2] Credit Risk Evaluation Based on Social Media
    Fei, Wenying
    Gu, Jing
    Yang, Yang
    Zhou, Zongfang
    3RD INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND QUANTITATIVE MANAGEMENT, ITQM 2015, 2015, 55 : 725 - 731
  • [3] Evaluation of credit risk based on firm performance
    Psillaki, Maria
    Tsolas, Ioannis E.
    Margaritis, Dimitris
    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2010, 201 (03) : 873 - 881
  • [4] Credit risk evaluation based on social media
    Yang, Yang
    Gu, Jing
    Zhou, Zongfang
    ENVIRONMENTAL RESEARCH, 2016, 148 : 582 - 585
  • [5] Credit Risk Evaluation Based on Text Analysis
    Wang, Shuxia
    Qi, Yuwei
    Fu, Bin
    Liu, Hongzhi
    INTERNATIONAL JOURNAL OF COGNITIVE INFORMATICS AND NATURAL INTELLIGENCE, 2016, 10 (01) : 1 - 11
  • [6] The logistics performance evaluation based on KPCA-LINMAP model
    Zhang, Caiqing
    Lu, Yanchao
    Fifth Wuhan International Conference on E-Business, Vols 1-3: INTEGRATION AND INNOVATION THROUGH MEASUREMENT AND MANAGEMENT, 2006, : 2552 - 2556
  • [7] The Research of Customer Credit Risk Evaluation Based on Quantitative Analysis of Credit Tendency
    Zhang Suodi
    Yang Xiaojie
    Ji Yingdong
    ADVANCES IN MANAGEMENT OF TECHNOLOGY, PT 1, 2008, : 397 - 402
  • [8] ON CORPORATE CREDIT RISK EVALUATION BASED ON UNDERLYING BETA
    Shen, Chuan-He
    Liu, Yang
    JOURNAL OF NONLINEAR AND CONVEX ANALYSIS, 2019, 20 (06) : 1099 - 1115
  • [9] Research on personal credit risk evaluation based on XGBoost
    Wang, Kui
    Li, Meixuan
    Cheng, Jingyi
    Zhou, Xiaomeng
    Li, Gang
    8TH INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND QUANTITATIVE MANAGEMENT (ITQM 2020 & 2021): DEVELOPING GLOBAL DIGITAL ECONOMY AFTER COVID-19, 2022, 199 : 1128 - 1135
  • [10] CREDIT RISK EVALUATION BASED ON SUPERVISED LEARNING ALGORITHMS
    Novakovic, Jasmina
    Veljovic, Alempije
    METALURGIA INTERNATIONAL, 2012, 17 (05): : 195 - 203
12345