基于BP神经网络的商业银行风险预警模型研究

Research on Risk Early-warning Model Based on BP Neural Network in Commercial Banks

建立一个科学、有效的商业银行风险预警模型,是有效防范、化解商业银行风险的重要措施。本文运用BP神经网络和主成分分析相结合的方法构建了一个商业银行风险预警模型。实证结果表明:该神经网络模型能达到88%的较高准确率。

The establishment of a scientific and effective risk early-warning model of commercial banks is an important measure to prevent the risks.The paper sets up a risk early-warning model using the methods of BP neural network and principal component analysis.The empirical result shows that the neural network model can reach 88% accuracy rate.