组合评价方法在银行信用风险评价中的应用

A Combined Method for Banks to Evaluate Customers' Credit

针对贷款客户评价选择问题,在对已有研究方法分析的基础上,提出了以熵权与偏好顺序结构评估法相结合的排序方法。以借贷人的财务状况、借贷人的管理水平、借贷人的行业地位、借贷人资产的变现性和借贷人历史信用状况为评价准则,利用信息熵来确定评价准则的权重,用偏好顺序评价法确定贷款客户的贷款顺序,并进行了灵敏度分析。最后通过算例证明了该方法的有效性。

In view of the growing concerns about loan customers' selection,based on the analysis of the existing methods,a decision method for banks to evaluate customers' credit combined with both the advantage of entropy weight and preference ranking organization methods for enrichment evaluations(PROMETHEE)is proposed.Taking five factors:debtors' finance status,debtors' management level,debtors position of industry,debtors' realisation of assets and debtors' credit history as evaluation criteria,information entropy evaluation is used to determine the weight for the evaluation criteria of alternatives,PROMETHEE is used to determine the order of preference of loan customers,and sensitivity analysis is given.Finally,a numerical example is given to illustrate the validity of the proposed method.