• 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