DocumentCode
3096241
Title
Research on the risk evaluation in loan projects of commercial bank in financial crisis
Author
Qiao, Hong ; Dong, Xue-Chen
Author_Institution
Bus. Sch., Agric. of Hebei Univ., Baoding, China
Volume
2
fYear
2009
fDate
12-15 July 2009
Firstpage
776
Lastpage
781
Abstract
Loan risk is one of most important source of risk that our commercial bank face and it constructs the main part of risk management. So strengthening the measurement is of much significance to our commercial bank. Based on brief introduction of the theory of loan projects risk, considering the complexity of multi-objective decision of credit risk assessment in commercial bank, this paper builds a new analysis index system for the loan projects risk ranking in commercial bank. By using GRA method to determine the weights of the evaluating indicators and taking the fuzzy comprehensive evaluation as the evaluation criteria, it advances a new method of loan projects risk assessment in commercial bank. The practical examples show that this method is feasible.
Keywords
banking; fuzzy set theory; grey systems; risk management; GRA method; analysis index system; commercial bank; credit risk assessment; evaluation criteria; financial crisis; fuzzy comprehensive evaluation; grey relational analysis; loan project risk; loan projects risk ranking; multiobjective decision; risk evaluation; risk management; Cybernetics; Machine learning; Commercial bank; Fuzzy Evaluation; GRA; Loan projects risk;
fLanguage
English
Publisher
ieee
Conference_Titel
Machine Learning and Cybernetics, 2009 International Conference on
Conference_Location
Baoding
Print_ISBN
978-1-4244-3702-3
Electronic_ISBN
978-1-4244-3703-0
Type
conf
DOI
10.1109/ICMLC.2009.5212440
Filename
5212440
Link To Document