Risk Evaluation on Commercial Banks Based on Group Decision-Making with AHP

摘要：

From the changing of the worlds financial environment and the arising of the sub-prime mortgage crisis, we can see that the risk forms of commercial banks are becoming more and more complex, and the hazard more and more serious. The identification, measurement, and monitoring of risks have become commercial banks’ priority task. At present, commercial banks are facing six major kinds of risks: credit risk, market risk, operational risk, liquidity risk, strategic risk, and country risk. In this paper, we take three commercial banks in China as examples, using group decision-making with AHP, to assess the risks among them. First, we choose several experts for a questionnaire survey, and input the results of each expert to the AHP software given the same weight, then aggregate the results in order to get the risk of three commercial banks, which will promote the commercial banks to improve risk management and enhance competitiveness.

关键词： commercial bank risk evaluation group decision -making AHP

作者: Fang Cheng Liming Zhang Yijie Fan

作者单位: Institute of Management and Economy, Kunming University of Science and Technology,kunming, 650093, C Institute of Management and Economy, Kunming University of Science and Technologykunming, 650093, Ch Retail Department, Kunming Branch of China Citic Bank, kunming, 650093, China

会议类型: 国际会议

会议名称: The Ninth Wuhan International Conference on E-Business(第九届武汉电子商务国际会议)

会议地点: 武汉

会议语种:英文

页码: 1040-1045

在线出版日期: 2010-05-29（万方平台首次上网日期，不代表论文的发表时间）