纳入EVA及非财务指标的信贷风险综合预警系统模型

Credit Risk Composite Early-warning System Model Added EVA and Non-financial Indexes

在分析现有商业银行信贷风险预警模型缺陷的基础上,提出将经济增加值(EVA)及其相关指标作为价值创造能力模块纳入预警模型中;同时,选取非财务指标构建非财务预警模块,将传统的财务预警模型、价值创造能力模块和非财务指标模块相结合,构建信贷风险综合预警评价模型。

The paper pointed out the flaws of existing commercial banks＇ credit risk early-warning system and added EVA and EVA related indexes, which founded the Value-added model, into the credit risk early-warning system. The paper then selected nonfinancial indexes which founded the non-financial model and combined the traditional financial early-warning model with the nonfinancial model and Value-added model, which founded a brand new integrated credit risk early-warning model.