层次分析量化模型在商业银行风险管理中的实证研究

Application of the Quantitative Model of Hierarchy Analysis in Commercial Banks’Risk Management

当前,国际金融经济危机在蔓延和深化,我国各商业银行应审时度势,及时改进现行风险预测监控系统,建立以金融业务为基本控制单元、以量化风险评估模型为核心的新型风险管理体系,全面增强自身风险防范控制的针对性与有效性。围绕二元组结构风险评估模型的构建,本文分述了数据结构集合,分析处理方法集合各自的构造过程,在此基础上归纳出二元组模型的要点,并通过对某商业银行风险状况的模糊综合评价,论证了二元组结构定量风险评估模型——层次分析模型在商业银行风险管理中的具体运用过程。

At present, the international financial and economic crisis is spreading and deepening, and the international financial markets are in turmoil. So, China＇s commercial banks should consider the situation prudently. They need to improve the current risk prediction and supervision system, and establish a new risk management system with the core of quantitative risk evaluation model on the basis of single controlling unit of financial business, thus strengthening the pertinence and effectiveness of risk control in an all-round way. With the theme of construction of binary-group-structured risk evaluation model, this paper relates the data structure set, analyzes the structuring process of separate sets, and forms the keys of a binary group model. By giving a general synthesis evaluation of risk management of a commercial bank, the paper proves a binary -group-structured quantitative risk evaluation model application of AHP （Analytic Hierarchy Process） model in the risk management of commercial banks.