基于模糊层次分析法的银行信贷风险量化分析-quantitative analysis of bank credit risk based on fuzzy analytic hierarchy process.docxVIP

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基于模糊层次分析法的银行信贷风险量化分析-quantitative analysis of bank credit risk based on fuzzy analytic hierarchy process.docx

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基于模糊层次分析法的银行信贷风险量化分析-quantitative analysis of bank credit risk based on fuzzy analytic hierarchy process

AbstractInourcountry,creditriskisthemajorrisktocommercialbank,anditplaysan importantroleinthestabilityandhealthycontrollingofthewholenationaleconomy. Butrecentlyourcountryscommercialbankcreditriskevaluationsystemhasmany problems,anditdoesntadapttothedevelopmentofoureconomy.Especiallyafterthe entryoftheWTO,ourcommercialbanksfacemorerigorouschallenge.Therefore,to ourcommercialbank,howtoestablishthecreditriskevaluation systemandimprovethe competitive abilityis theutmost urgency.Creditriskevaluationtheoryresearchisbenefittocommercialbankestimatethe companycreditrisk.Itisbenefittocapitalmarkettoconfigureresourceinreason,andit makesforthewholeeconomicalsocietytosetupthefavorablecreditcircumstance,in the end results in economydevelop healthilyand persistently.Thispaperfirstlyexpoundsthesignificantandframeofthepassage.Thenthepaper introducestheoreticknowledgeofcommercialbankcreditriskandtheactualcondition ofcreditriskinchina.Thenthispaperexpoundsacademicmethodsfortheevaluationof creditriskanddemonstrationresearchinchina.Thispaperproposesmultipleinternal creditriskratingsystemwhichreferstocommercialbankcreditrisk.Themultiple internalcreditrisk ratingsystemandmultiplefactorsthataffect ratingobjects are collectedandclassified.Fussyintegratedevaluationmethodologyisusedtoevaluate eachriskyfactorswhichtheproportionofeachindexcanbecalculatedbyfussy clusteringmethod.Thismethodnotonlypreservesadvantagesofexperts’experience, butalsoeliminatestheabnormalsituations.Finally,theevaluationsystemofcredit ratingdesignedinthispaperistestifiedbytherealdataandopenlyinformationofa enterprise.Theresultshowsthatthemodelcouldbeeffectiveusedforcreditratingsoftheenterprise，andittestifiesthedesignedcreditriskratingsystemassessthecompanycreditconditionroundly,what’smore,creditriskevaluationmodelbasedonFuzzy Analytical HierarchyProcess reallymakes effect.KeyWords:Commercial bank, Credit risk,Fuzzyanalytical hierarchyprocess目录摘要............................................................................