An Evaluation System on Commercial Bank´s Capital Quality Based on AHP and Rough Set Theory

With the rapid development of finance market, the financial organizations meet the heavier risk than ever. We set up a model to assess the commercial bank´s capital quality and risk with AHP method and rough set theory. In this paper, we firstly analyze the factors related to the quality of capital and use AHP method to gain the weigh of each factor. Secondly, we establish a mark system. The standard for evaluation is based on the national standard or the advice from experts. Through the system, we have an overall evaluation on each bank´s capital quality risk. Thirdly, we discretize the value of each sample and calculate the relativity of each factor to the evaluation by rough set theory. And finally we revise the weigh of each factor and get the final evaluation. In this way, we integrate the subjective and objective opinions to gain a more accurate evaluation on the capital quality of commercial bank.