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Indexed by:会议论文

Date of Publication:2010-01-01

Included Journals:CPCI-S

Page Number:28-31

Key Words:City commercial bank; Gray relational clustering; Gray relational analysis; Factor analysis; Gray System Theory

Abstract:A new evaluation index system of business risk is set up after grey relational clustering. And assessment model of city commercial banks' business risk is set up on factor analysis and gray relational analysis. The innovation lies in four aspects. First, the gray relational clustering is used to remove highly relevant indicators. Second, it uses factor analysis to determine index weight, avoiding more subjective weakness of former research. Third, asset risk, liquidity risk, capital risk and profitability risk are considered in the index system.