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《Journal of Industrial Engineering and Engineering Management》 2007-04
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Study on Commercial Bank Credit Risk Assessing Model Based on Credit Risk Degree

WANG Jian-xin~1,YU Li-yong~2(1.Management School of Harbin Institute of Technology,Harbin 150001,China;2.Guanghua School of Management,Peking University,Beijing 100871,China)  
In view of the connotation of credit risk,credit risk degree is put forward by taking the probability that credit capital becomes bad debt and the relativity of credit risk into consideration.In allusion to the disadvantages of traditional pattern identification methods,credit risk assessing and forecasting model based on compensated fuzzy neural network is established so as to transform assessing mode in effect and provide credit decision-nnnmaking with more efficient tools and support.The empirical result of this paper suggests that this model is of relative effectiveness.
【Fund】: 国家自然科学基金资助项目(70373012)
【CateGory Index】: F830.2;F224
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