The Research on Credit Risk Evaluation of Small and Medium-Sized Enterprises Based on DEA/AHP

被引：0
|
作者：
Li Jianbo [1 ]
Chen Jiajie [1 ]
机构：
[1] Kunming Univ Sci & Technol, Sch Management & Econ, Kunming 650093, Peoples R China
来源：
ENTERPRISE GROWS IN SUSTAINING EFFICIENCY AND EFFECTIVENESS, CONFERENCE PROCEEDINGS | 2009年
关键词：
Credit Risk; DEA/AHP; Evaluation; Commercial Bank; DECISION-MAKING; EFFICIENCY; UNITS; DEA;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The global financial crisis aroused by America's subprime explosion last year had exerted a great influence on all walks of life, especially on the small and medium-sized enterprises. As a result of it, an advanced credit risk management which benefit to the development of both commercial banks and enterprises is necessary. This paper, based on analyzing characteristics of small and medium-sized enterprises in China, employs Data Envelopment Analysis (DEA) and Analytic Hierarchy Process (AHP), and sets up an improved new model-DEA/AHP. Then the paper empirically analyzes the credit conditions of 8 listed company samples with their financial data and non-financial data. Empirical results show that DEA/AHP model proposed is feasible and has a good forecasting ability in terms of measuring credit risks.
引用
收藏
页码：395 / 399
页数：5
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