马尔可夫链方法在分析预测商业银行逾期贷款中的应用

The Application of Markov Method in Forecasting Overdue Loan of Commercial Bank

贷款五级分类是商业银行改革的重大举措,利用马尔可夫链状态转移矩阵可对商业银行逾期贷款进行分析与预测;使用马尔可夫链的方法可以对商业银行逾期贷款进行动态监控,这对银行进行有效的逾期贷款管理具有一定的参考价值。

The 5-C loan of commercial bank is the key method of reformation, and which can be analyzed and forecasted by markov shift matrix; the method can not only supervise the overdue loan dynamically, but also be reference for effective management of overdue loan.