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
  • [21] Credit Risk Evaluation Using SVM-Based Classifier
    Danenas, Paulius
    Garsva, Gintautas
    BUSINESS INFORMATION SYSTEMS WORKSHOPS, 2010, 57 : 7 - 12
  • [22] Enterprise credit risk evaluation based on neural network algorithm
    Huang, Xiaobing
    Liu, Xiaolian
    Ren, Yuanqian
    COGNITIVE SYSTEMS RESEARCH, 2018, 52 : 317 - 324
  • [23] Research on credit risk evaluation based on bp neural network
    Wang Mingzhe
    Zhou Chao
    Yang Dongpeng
    TIRMDCM 2007: PROCEEDINGS OF THE FIRST INTERNATIONAL CONFERENCE ON TECHNOLOGY INNOVATION, RISK MANAGEMENT AND SUPPLY CHAIN MANAGEMENT, VOLS 1 AND 2, 2007, : 298 - 302
  • [24] The Credit Risk Evaluation of Technology-based SMEs Based on Spectral Clustering
    Huang, Chunyan
    Zhang, Mu
    Li, Yan
    Xi, Chunhong
    INFORMATION TECHNOLOGY FOR RISK ANALYSIS AND CRISIS RESPONSE, 2014, 102 : 361 - 366
  • [25] Stronger relationships higher risk? Credit risk evaluation based on SMEs network microstructure
    Wei, Lijian
    Lin, Junqin
    Cen, Wanjun
    EMERGING MARKETS REVIEW, 2024, 62
  • [26] Enterprise credit risk evaluation research based on improved FSVM model
    Xiao, Yihong
    Liu, Ming
    Cao, Mengyun
    ICIC Express Letters, Part B: Applications, 2014, 5 (05): : 1321 - 1325
  • [27] Credit Risk Evaluation Using ES Based SVM-MK
    Wei Liwei
    Zhang Ying
    Liu Mochen
    Xiao Qiang
    PROCEEDINGS OF THE 2016 5TH INTERNATIONAL CONFERENCE ON MEASUREMENT, INSTRUMENTATION AND AUTOMATION (ICMIA 2016), 2016, 138 : 679 - 684
  • [28] Study on Credit Risk Evaluation for Commercial Banks Based on Rough Sets
    Qiu Yuxia
    Yan Xuxian
    ADVANCES IN MANAGEMENT OF TECHNOLOGY, PT 1, 2008, : 547 - 550
  • [29] Credit Risk Evaluation Based on Improved Trust Evaluation Method Under Network Transaction
    Lai Hui
    Huang Yumeng
    Zhou Zongfang
    DATA SCIENCE, 2015, 9208 : 186 - 192
  • [30] Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains
    Mou, WeiMing
    Wong, Wing-Keung
    McAleer, Michael
    SUSTAINABILITY, 2018, 10 (10)
12345