银行信贷风险量化研究

The Quantification Study of Bank's Credit Risk

本文在确立风险概念、主客体、影响因素的基础上,建立了风险量化的指标:风险盈利概率、风险损失概率和风险强度;指出了现行风险度算式的某些不足:只计损失概率,不能反映未来事件的不确定性.未突出无形资产,风险因素狭窄、算式过于简化,算式中因素并非独立事件等等:提出了损益量化的模糊评判技术.并通过实例介绍了风险量化的模糊综合评价法.

This paper submits numarate target based on the given definitions of risk, subject and object, factors of influnce. The awthor analysed the insufficient of the current equation for the range of risk;only acconnt lose rate, can't disclose the indefinile future accidents, does't emphasive the intangible assets, narrow factors of risk, too simple equation and the factors in the equation are dependent. The anthor also submits the techonology of fuzzy rating of numerate profit and loss. In addition, throngh a practvcal example the wethod of fuzzy rating of risk quantification has been introduced.