基于DS证据理论的存货质押融资贷前风险评价-计算机工程与应用.PDFVIP

Computer Engineering and Applications 计算机工程与应用 2015 ，51（13） 239 基于D-S 证据理论的存货质押融资贷前风险评价 1 1 1 2 闫 英 ，袁 明 ，何晓兰 ，锁 斌 1 1 1 2 YAN Ying , YUAN Ming , HE Xiaolan , SUO Bin 1.西南科技大学 经济管理学院，四川 绵阳 621010 2.中国工程物理研究院 电子工程研究所，四川 绵阳 621900 1.School of Economics and Management, Southwest University of Science and Technology, Mianyang, Sichuan 621010, China 2.Institute of Electronic Engineering, China Academy of Engineering Physics, Mianyang, Sichuan 621900, China YAN Ying, YUAN Ming, HE Xiaolan, et al. Risk evaluation for inventory financing before loans based on D-S evi- dence theory. Computer Engineering and Applications, 2015, 51 （13）：239-244. Abstract ：Risk rating for inventory financing business before loans is an effective measure for avoiding risks and selecting valued clients. Index system of risk rating is constructed for inventory financing business. Representation of quantitative and qualitative indexes, historical data, experts ’opinions, and industry experiences for mass functions are conducted, and a risk rating model for inventory financing business is constructed by evidence theory. To void the weakness that the weights of experts ’opinions are determined too subjective to qualitative indexes, a synthesis weighting method is proposed based on Jousselme ’s measure of distance between evidences. Numerical simulations show that the proposed model can measure the risk level intuitively, and help banks to audit the applications of loan companies. Key words ：risk evaluation; logistic financial; inventory financing; D-S evidence theory 摘 要：存货质押融资贷前风险评价是银行规避风险、选择优质客户的重要手段。建立了存货质押融资贷前风险评 价指标体系，提出了多源异类信息指标的mass 函数表达与处理方法，基于D-S 证据理论建立了风险评价模型。为克 服传统定性指标的专家权重赋值方法主观性较强的缺陷，基于Jousselme 证据间距离提出了一种综合权重赋值方 法。实例分析表明，该模型可直观地度量存货质押融资业务的风险水平，帮助银行准确、快速地审核贷款企业的存 货质押融资贷款申请。 关键词：风险评价；物流金融；存货质押；D-S 证据理论 文献标志码：A 中图分类号：C934 ；TP39