Title :
Listed commercial bank credit evaluation of financial performance based on AHP
Author :
Qiguang Zhang ; Chong Wu ; Wei Guo
Author_Institution :
Sch. of Manage., Harbin Inst. of Technol. Haerbin, Harbin, China
Abstract :
Facing the increasingly fierce competition and the expanding risks, commercial banks need to achieve optimal management of bank credit risk by the scientific evaluation method. Risk-adjusted EVA takes into account of risk factors on the basis of traditional EVA, and the introduction of risk-adjusted EVA to the commercial bank credit performance evaluation system could fully reflect the bank´s operating conditions, the ability of risk control and value creation. This paper intends to determine the weights of the 13 financial indicators including those based on risk-adjusted EVA through AHP, in order to establish a more viable commercial bank credit financial performance evaluation system.
Keywords :
analytic hierarchy process; banking; economics; financial management; risk analysis; AHP; bank credit risk; commercial bank credit evaluation; economic value added; financial performance; optimal management; risk-adjusted EVA; Analytic hierarchy process; Indexes; Performance evaluation; Profitability; Security; Sorting; Analytical Hierarchy Process; bank credit; performance evaluation; risk-adjusted EVA;
Conference_Titel :
Fuzzy Systems and Knowledge Discovery (FSKD), 2014 11th International Conference on
Conference_Location :
Xiamen
Print_ISBN :
978-1-4799-5147-5
DOI :
10.1109/FSKD.2014.6980840