基于模糊综合评价的信用风险评估

The estimation of creditr isk based on the fuzzy integrative evaluation model

商业银行在营运过程中无时无刻不面临着各种金融风险,其中,信用风险占有特殊的重要地位,世界银行对全球银行业危机的研究表明,导致银行破产的最常见原因就是信用风险.因此,如何对信用风险进行准确和客观的评估与测度已成为学术界所面临的重要课题,同时也是金融实业界密切关注的焦点之一.利用多层次模糊综合评价的模型和层次分析法对国内商业银行信用风险进行综合评估.根据相关资料构建综合评价指标体系.用层次分析法确定各目标因素的权重,建立指标因素集到评价集的模糊映射,利用加权平均模型M(,+)进行模糊矩阵运算,得到信用风险综合评价结果,按最大隶属度原则判断其所属的类型.

Commercial Banks face all kinds of commercial risks during the bank operation at anytime, and the credit risk is always one of the main venture. The global banking crisis investigated by The World Bank shows that the credit risk is one of the most ordinary reason for bank failure. Therefore how to evaluate and forecast the credit risk correctly and objectively has become an important subject in academic circles. At the game time, it is one of the focuses closely concerned by the financial and industrial world. This paper adopts the multi-level ways with fuzzy integrated estimating to construct Chinese commercial bank＇s credit risk evaluating model. We take the advantage of the level analysis method to determine the weight of any target factor and operate the fuzzy matrix of weighted average model M（ ＊ , ＋） to get the general evaluation result of credit risk and to judge its type according to the rule of supreme subject degree.