信用评级系统的最优信贷模型和决策分析

Optimal Credit Model and Decision Analysis for Credit Rating Systems

应对当今的经济形势与经济安全,拥有一套完整的信用评级系统尤为重要。选取实力、供求稳定性、偿还能力、信用度4个指标建立最优信贷模型。利用熵权法和TOPSIS方法量化风险,并运用回归分析法和BP神经网络进行精度检验,得到优化模型,以期能对信用评级系统提出最优信贷决策。

For present situation and security of economic,it is important to have a complete credit rating system.Four indicators of strength,supply and demand stability,repayment ability and creditworthiness are selected to es-tablish the optimal credit model.The entropy weight method and TOPSIS method are used to quantify the risk,and the regression analysis method and BP neural network are used for accuracy testing,and the optimized model is ob-tained,so as to put forward the optimal credit decision for the credit rating system.