Title :
The Commercial Banks´ Integral Credit Risk Measurement Method Research in China
Author :
Lu, Xiaoyong ; Xue, Huizhen ; Li, Hong
Author_Institution :
Sch. of Econ. & Manage., Nanchang Univ., Nanchang, China
Abstract :
Facing the present credit risk measurement academic research and practical research in our country, based on different evaluation standpoints, this article will divide the Credit Risk into bank internal and bank integral these two levels, mainly using gray forecasting model to start commercial banks´ integral credit risk measurement methods analysis from the perspective of measurement, having strong theoretical and practical significance.
Keywords :
banking; risk management; bank internal; commercial bank integral credit risk measurement method research; credit risk measurement academic research; gray forecasting model; Banking; Business; Conference management; Contracts; Economic forecasting; Electronic commerce; Predictive models; Reflection; Risk analysis; Risk management; Credit Risk; commercial banks; gray forecasting model;
Conference_Titel :
Electronic Commerce and Business Intelligence, 2009. ECBI 2009. International Conference on
Conference_Location :
Beijing
Print_ISBN :
978-0-7695-3661-3
DOI :
10.1109/ECBI.2009.19
