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Bank-enterprise project risk assessment model based on the information entropy method

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Indexed by:会议论文

Date of Publication:2011-08-08

Included Journals:EI、Scopus

Page Number:998-1001

Abstract:Bank-enterprise project risk assessment model based on the information entropy method refer to evaluating bank-enterprise project risks by the available macro, industry and project information in the condition that commercial bank cannot master project financial information. Bank-enterprise project risk assessment has the general guidelines for all the commercial banks in condition that bank cannot master the specific financial information. The feature of paper: using the observable project risk factors including government risk R1, policy risk R2, industry risk R3, credit risk R4 and investment risk R5, we solve the problem of project risk Rp determination by determining the enterprise project risk factor weights wk according to divergent degree ratio of the single risk factor score to overall five risk factor score, which reflects the idea that the risk factor weight is bigger as the dispersion degree is greater. ? 2011 IEEE.

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