商业银行信贷风险管理的粗糙集方法

Rough Sets Approach to Credit Risk Management in Commercial Banks

随着金融市场的全球化及其波动性的加剧,商业银行信贷风险的管理受到国内外金融界广泛关注,信贷风险的评估更是成为研究的焦点。运用粗糙集理论,从信贷历史数据出发,对商业银行的信贷风险管理进行研究。研究的目的是找出蕴涵在历史数据背后的规律,力图为金融风险管理部门建立合理的评估体系提供理论指导,为商业银行的信贷决策提供依据。

Along with the globalization of financial market and its increased fluctuation, credit risk managemem in commercial banks has got extensive concerns in the financial area at home and abroad. Credit risk evaluation now becomes a research focus. In this paper, rough sets is used to research on credit risk management in commercial banks considering the historical credit data. The purpose is to find disciplinarian contained in the historical credit data in commercial banks. It is trying to provide theoretical guidance to building logical evaluation systems for financial risk management sectors to warrant credit decision for commercial banks.