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信贷风险评价指标权重的聚类分析

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Date of Publication:2001-01-01

Journal:系统工程理论方法应用

Affiliation of Author(s):经济管理学院

Volume:10

Issue:1

Page Number:64-67

ISSN No.:1005-2542

Abstract:Evaluation of credit risk is an important management a ctivity of the bank. Weight of evaluation index is the key link in determining if the evaluation result is scientific. Based on analyzing the disadvantages of relative research, this paper selects the group specialists' advice of evaluation index with a matrix of similarity factor, and solves the problem of reasonable distribution of index weight in credit risk evaluation system. Characteristics of this paper lies in:First, it does not average the specialists' advice without handling, but analyzes it with principle of cluster. Second, in case of getting rid of a few specialists' advice, one more simplified method is put forward according to the specific requirement. Third, this method can also be the subsequent handling-procedure of weight advice no matter how it is got.

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