Applied Research of Entropy in Comprehensive Evaluation of the Risk of Commercial Banks
Risk management is the core of commercial bank management, from the broking out of U.S. substandard loan crisis and the closing down of commercial banks, we can see the important reason of suffering heavy losses is that commercial hanks did not properly assess a series of facing risks. At present, Chinas commercial banks risk analysis is still in the traditional objective qualitative analysis phase, as for risk quantification, especially comprehensive evaluation is not enough. The paper is from the perspective of commercial bank supervision to building a commercial bank risk evaluation index system, to establish an uncertain evaluation model based on entropy to determine the weights, and through giving the example of Industrial and Commercial Bank of China and Huaxia Bank, it assessed the risks of commercial banks quantitatively and comprehensively.
commercial banks risk management information entropy comprehensive evaluation Introduction
Wang Baosen Su Juan Li Qiuying
Hebei University of Engineering, Handan, Hebei, 056038, China
国际会议
长沙
英文
792-795
2010-05-11（万方平台首次上网日期，不代表论文的发表时间）