Title :
Credit Risk Assessment Based on Fuzzy Comprehensive Assessment
Author :
Wang, Xincun ; Huang, Jinpeng
Author_Institution :
Normal Coll., Eastern Liaoning Univ., Dandong, China
Abstract :
This paper establishes a comprehensive assessment index system according to related literature. Through determining the weight of each target index by analytical hierarchy process, building fuzzy mapping from index set to assessment set, calculating fuzzy matrix by weight average operator M(· , +), we establish the commercial bank credit risk comprehensive assessment system model, and thereby obtain the credit risk comprehensive assessment.
Keywords :
banking; credit transactions; fuzzy set theory; matrix algebra; risk management; analytical hierarchy process; commercial bank credit risk comprehensive assessment system model; comprehensive assessment index system; fuzzy comprehensive assessment; fuzzy matrix; weight average operator; Business; Educational institutions; Fuzzy logic; Fuzzy sets; Fuzzy systems; Inventory management; Quality management; Risk analysis; Risk management; Systems engineering and theory; analytical hierarchy process; credit risk; membership degree; multiple fuzzy synthesis judgment;
Conference_Titel :
Fuzzy Systems and Knowledge Discovery, 2009. FSKD '09. Sixth International Conference on
Conference_Location :
Tianjin
Print_ISBN :
978-0-7695-3735-1
DOI :
10.1109/FSKD.2009.774
