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
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