摘要
基于商业银行经营风险存在于多方面的实际情况,通过建立商业银行经营风险模糊综合评价的指标体系,以定性分析与定量计算相结合的分析方法,提出一种商业银行经营风险的模糊综合评判模型·该模型综合了诸因素对商业银行经营的影响,作出了一个近乎实际的评判,避免了仅从一个因素就作出评判而带来的片面性·应用模糊综合评判理论求解该模型,较好地解决了商业银行经营风险的评价问题,完善了控制和化解商业银行经营风险的手段,从而确保商业银行资产质量·
In view of the actualities of various commercial banks where the operational risks are inevitable, a model is put forward to judge fuzzily and comprehensively the risks by way of setting up an overall evaluation index system to analyze the risks qualitatively and quantitatively. Integrating the influences of predictable factors on the business operations of the banks, the model is available to make an actuality-oriented judgement so as to avoid onesidedness arising from making judgement just on a single factor basis. The model can be solved by virtue of the theory of comprehensive fuzzy judgement, and the evaluation for operational risks of commercial banks can thus be done better. As a result, the risks can be controlled better even settled in advance so as to ensure the quality of bank's assets.
出处
《东北大学学报（自然科学版）》
EI
CAS
CSCD
北大核心
2003年第11期1108-1111,共4页
Journal of Northeastern University(Natural Science)
基金
国家重点科技攻关项目(99 562 03 01).
关键词
商业银行
经营风险
评价指标体系
模糊综合评判
资产质量
commercial bank
operational risk
quality of assets
assessment index system
comprehensive fuzzy judgement
