基于F-AHP商业银行操作风险预警评价系统

Research of commercial banks operating risk early warning evaluation system based on F-AHP

基于模糊层次分析法建立了一个多层次、多指标、综合分析操作风险的预警评价指标模型,并设计了一个B/S结构的操作风险预警模糊评价系统,运用Matlab对模型进行了实例研究和验证.该模型可将评分细化、客观全面地了解操作风险的实际情况、发现大量潜在的操作风险,从而实现有针对性的监管和防范.

Based on fuzzy analytic hierarchy process, this paper established a operation risk early warning evaluation index model of multi-level, many indexes and comprehensive analysis, and designed a operation risk early warning fuzzy evaluation system of B/S structure, and case study and validate the model by use of Matlab. This model could refine the score, and objectively understand the actual situation of operating risk, and found a lot of potential operating risk so as to realize effective supervision and prevention.