商业银行经营风险计量模型及案例

Research on the Operating Adventure Measure Model and the Cases of Commercial Bank

确定了商业银行经营风险分析的指标体系 ,对其中的主观、客观指标构造了不同的隶属函数 ,用不同方法进行排序 ,并用神经网络反向传递思想修正初始值。在此基础上 ,通过模糊综合评判法计算出风险的大小。文章最后对计量模型进行了案例分析。

This paper makes an exposition of the index system of operating adventure analysis of commercial bank. In this index system the subjective indeices and the objective indeices constitute various membership functions, and they are arranged in different ways, their primary value is revised by means of ANN backward propagation. In this way,risk value will be worked out by synthetical fuzzy criterion model. At the end of this paper, the case analysis has been carried out.