摘要
从宏观、微观经济环境和内部经营环境3个层次研究了商业银行授信管理所面临的各种风险,确定了商业银行授信管理风险评价的指标体系,提出了应用层次灰色评价法评价商业银行授信风险的方法及实施步骤,并划分了授信风险的警戒等级,实例验证了该方法的可行性和现实意义。
In this paper, all kinds of risks on credit risk management of commercial bank are studied from three professional levels, including macroeconomic environment, microeconomic environment and interior management environment. And the index system is constructed on risk analysis on credit risk management of commercial bank. Then using the hierarchy grey evaluation method, the operable process and cautionary grade are established to evaluate the credit risk of commercial bank. Finally, an example is included to prove the feasibility and realistic meaning of this method.
出处
《哈尔滨理工大学学报》
CAS
2004年第4期47-51,共5页
Journal of Harbin University of Science and Technology
关键词
商业银行
授信管理
授信风险
层次灰色评价法
指标体系
commercial bank
credit risk management
credit risk
hierarchy grey evaluation method
index system
