层次分析法在评级中的应用——建立商业银行评级模型

The Application of AHP in Credit Rating The Establishment of Rating Models for Commercial Banks

在分析信用评级模型的基础上,充分考虑层次分析法在建立信用评级模型中的优势,进而运用系统工程的思想方法——层次分析法搭建模型。本文的主要工作为:(1)对商业银行信用评级指标体系进行分析,并在我国原有影响较大的指标体系基础上采用专家调查和数理统计的方法,构思新的指标体系;(2)鉴于商业银行信用评级无法完全量化,在商业银行评级的模型研究中使用层次分析法建立评级模型,以达到定量与定性分析相结合的目的。

Based on the analysis of credit rating model,and in view of the advantages of Analytical Hierachy Process（AHP） in establishing a credit rating model,the author emploxs the thought of system engineering-AHP-to build a model.The present paper mainly includes： the author gives further analysis of the commercial banks credit rating system,and makes a new system of indicators on the basis of surveys and statistics;the author applies AHP to establishing a credit rating model.Given the credit rating＇s characteristic that is it can not be completely quantified,the author applies AHP to establishing a rating model to better China＇s commercial banks in the actual rating in order to achieve a purpose of the combination of quantitative and qualitative analysis.