DocumentCode
2226978
Title
Empirical Research about Credit Risk on Neural Network Based Bp Algorithm
Author
Li, Guojiang ; Wu, Yongxing
Author_Institution
Finance Collage, Yunnan Univ. of Finance & Econ., Kunming, China
Volume
3
fYear
2010
fDate
26-28 Nov. 2010
Firstpage
461
Lastpage
463
Abstract
The paper combines theory with practice and applies neural network technology to establish a credit risk assessment model based on BP neural network technology. The assessment model, to some extent, improves the traditional credit risk analytical approaches in our country, overcoming the defects that subjectivity exists in credit risk measurement, expanding developing route for credit risk measurement and enriching measurement methods in our country´s credit risk system. Moreover, model establishment thinking, index selection as well as data choosing are not based on theoretical research, but instead the practical situation during our country´s commercial bank loan. As the empirical study indicates that BP neural network credit risk assessment model is effective in commercial banks´ credit risk management, and it is feasible in practical application.
Keywords
backpropagation; banking; neural nets; risk management; BP neural network; credit risk assessment; BP model; credit risk; network;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Management, Innovation Management and Industrial Engineering (ICIII), 2010 International Conference on
Conference_Location
Kunming
Print_ISBN
978-1-4244-8829-2
Type
conf
DOI
10.1109/ICIII.2010.431
Filename
5694776
Link To Document