摘要
基于DEA方法用综合输出变量与综合输入变量之比反映相对效率的思想,通过典型相关分析,在最大相关系数条件下,取得线性综合变量的指标权重,引入CCA/DEA分析方法,运用于商业银行的信用风险评估中.提出了综合财务指标T比率的概念,实现了对评估对象的充分评价与排序.
Based on DEA, which measure relative efficiency through the ratio of the composite output variable to the composite input variable, utilize the common weights for the linear combinations that come from the largest canonical correlation coefficient of the CCA method, put forward the CCA/DEA approach to deal with credit risk assessment in commercial banks. Propose the concept of composite financial indicator, T ratio, provide a full rank for all the examination clients.
出处
《数学的实践与认识》
CSCD
北大核心
2007年第24期33-39,共7页
Mathematics in Practice and Theory
基金
四川省教育厅资助科研项目(SB06046)
