七级多指标识别模型在商业银行贷款风险防范中的实证研究

Application of the Seven-level Recognition Model in Risk Management in Commercial Banks' Loan Business

本文从商业银行的贷款实际业务中,设置了32个贷款风险因素指标,构建了七级风险模糊识别模型,力求用一套现代定量方法对商业银行贷款风险进行有效的识别,目的在于揭示受评对象未来偿付能力的大小,以及影响该能力的各种因素及其变化趋势,定量化分析受评对象贷款违约的可能性及其严重程度,从而对商业银行贷款质量得出评估意见。

This paper sets up 32 indexes of loan risk factors and constructs the 7-level risk fuzzy recognition model through analyzing commercial banks＇ loan business. Efforts are made to conduct effective recognition of commercial bank loan risk using a modern quantitative method so as to reveal solvency of evaluated objects, factors which influence the solvency and trends of these factors. Possibilities and severities of the evaluated objects＇ loan default are analyzed through quantitative method in order to get evaluating opinions on commercial banks＇ loan qualities.