商业银行信用风险的灰色关联评价研究

Study on Gray Incidence Degree of Credit Risk Assessment in Commercial Bank

文章针对商业银行信用风险评价中多目标决策的复杂性,建立了商业银行信用风险评价指标体系,运用层次分析法来确定评价指标的权重,并以风险指标的灰色关联度为评判准则,提出了一种评价商业银行信用风险的新方法,实例证明该方法是可行的。

Based on brief introduction of the theory of credit risk, considering the complexity of multi-objective decision of credit risk assessment in commercial bank, this paper builds a new analysis index system for the credit risk ranking in commercial bank. By using Analytic Hierarchy Process (AHP) to determine the weights of the evaluating indicators and taking the degree of the Gray Incidence as the evaluation criteria, it advances a new method of credit risk assessment in commercial bank. The practical examples show that this method is feasible.