基于前景理论和模糊数学的我国商业银行信贷决策研究

Study on the Credit Decision-making of Commercial Banks Based on the Prospect Theory and Fuzzy Mathematics

本文基于前景理论和模糊数学决策方法,研究我国商业银行客户经理的信贷决策行为,前景理论能够解释传统效用理论不能解释的异象,认为商业银行贷款客户经理是有限理性的,而非传统效用理论中的完全理性行为人。贷款客户经理在信贷决策过程中往往很难对客户风险信息给出精确的决策结论,在对客户的准则值进行评价时,用模糊形式来表示决策信息可以更好地刻画信贷决策问题,帮助银行贷款客户经理提高决策质量。

This article explores a fuzzy credit decision-making method of commercial banks based on prospect theory and interval numbers, simulates the commercial bankers＇ credit decision-making behaviors, enriches and improves the prospect the- ory and fuzzy decision-making theory. Prospect theory that can explain the phenomena that expected utility theo^y cannot ex- plain and gives a more comprehensive description of bounded rationality of hank credit managers. It is often very difficult for credit managers to give precise decision-making information of customers＇ risk in the credit decision-making process due to their limited knowledge and cognitive limitations. Expressing decision information in the form of interval numbers or other tuzzy num- bers when evaluating the value of customer＇s criteria can better characterize credit decision-making problems and help bank credit managers improve their decision quality.