摘要
信用风险是商业银行面临的最主要的风险,如何改进信用风险评估方法、提高预测精度是摆在学术界和实践界的重要课题。自20世纪30年代以来,商业银行信用风险的评估方法大致经历了比例分析、统计分析和人工智能三个阶段。在对风险、信用风险概念分析的基础上,对主要的信用风险评估方法进行述评。
Credit risk is the major concern that commercial banks are facing. It＇ s a crucial issue both in theory and practice for how to improve evaluation methods of credit risks as well as accuracy of predictions. Since 1930s, evaluation methods of credit risks have experienced three stages including percentage analysis, statistics analysis and artificial intelligence. This paper is illustrating evaluation methods towards credit risks on the basis of analysis of concepts of risk and credit risk.
出处
《安徽农业大学学报（社会科学版）》
2008年第5期24-29,共6页
Journal of Anhui Agricultural University:SOC.SCI.
基金
安徽省软科学项目(06035023)
安徽省教育厅人文社会科学重点研究基地安徽农业大学农科教结合研究中心项目(2007sk068)
关键词
商业银行
信用风险
评估及预测
应用研究
commercial bank
credit risk
evaluation and prediction
application research
