基于主成分分析的商业银行信贷风险评价

A Review on the Credit Risk of Commercial Bank Based on Principal Component Analysis

信贷业务是银行的主营业务,信贷风险的大小直接关系到银行的持续经营,因此对信贷风险的评价不容忽视。结合信贷风险的内涵、影响因素等内容,选取合适指标,通过主成分分析法建立综合评价模型来对商业银行信贷风险进行评价,并提出相应的控制对策。

The credit business is the main business in banks, and the level of credit risk is directly related to the bank＇ s continuous operation so that the evaluation of bank credit risk should not be ignored. Based on the connotation of the credit risk and its influence factors, this paper selects appropriate indicators to establish a comprehensive evaluation model through principal component method and analyzes the commercial bank credit risk. Finally some corresponding control strategies are proposed.