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
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;
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
DOI :
10.1109/ICMLC.2009.5212440