Study on Assessment Base on Combinatorial Forecasting about Derivatives Risk of Chinese Commercial Banks under Financial Crisis

摘要：

It will give rise to new financial risks when the financial derivatives transfer and keep away from risk. Relative to the same financial derivative products, the impact extent by all types of risk are different. Therefore, this paper constructed a combinatorial forecasting model of risk assessment base on information entropy, using the entropy method to calculate the weight of several risks, giving the combinatorial forecasting processing in the end. This method greatly improved the scientific and accuracy about the assessment of financial derivatives risk, and it can provide the basis for guard against and defuse financial risks of financial derivative products.

关键词： Financial derivatives assessment combinatorial forecasting information entropy

作者: Xiaopeng Zhang

作者单位: Institute of Investment and Insurance Harbin University of Finance

会议类型: 国际会议

会议名称: The fourth International Conference on Information Systems for Crisis Response and Management(第四届危机响应与管理信息系统中国区国际大会 ISCRAM 2010)

会议地点: 哈尔滨

会议语种:英文

页码: 56-60

在线出版日期: 2010-09-10（万方平台首次上网日期，不代表论文的发表时间）