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《JOURNAL OF INDUSTRIAL ENGINEERING AND ENGINEERING MANAGEMENT》 2000-02
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Credit Risk Assessment in Commercial Banks: Projection Pursuit Discriminant Model

By WANG Chun feng,LI Wen hua(School of Management,Tianjin University,Tianjin 300072,China)  
In this paper,a new model__projection pursuit discriminant model is presented to deal with credit risk assessment in commercial banks. Empirical results show that,comparing to discriminant analysis method and nearest neighbor method,projection pursuit discriminant model is a promising method in dealing with the problem of credit risk assessment with non\|normality and high dimension of financial data in our country.
【Fund】: 国家自然科学基金委95重大项目资助
【CateGory Index】: F830.33
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1 Wang Chunfeng,Wan Haihui,Zhang WeiInstitute of Systems Engineering,Tianjin University;Credit Risk Assessment in Commercial Banks and Its Test[J];JOURNAL OF MANEGEMENT SCIENCES IN CHINA;1998-01
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1 WANG Xiaoming (Department of Statistics, Shanghai University of Finance and Economics, Shanghai 200433,China);Study on Credit Risk Measurement Methods of Commercial Bank[J];The Study of Finance and Economics;2005-05
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