Assessment Research of Credit Risk in Commercial Bank Based on Fuzzy-VaR

摘要：

This research introduces the fuzzy mathematics in the VaR foundation, to express the indefinite factor with the membership function. Thus makes the research of indefinite factor change to the quantitative analysis from the qualitative analysis, so the commercial banks credit risk measurement is more objective and realistic.

作者: Wang Baosen Cao Zhiwei Wang Lifang

作者单位: School of Economics of Beijing Wuzi University Beijing, China Graduate School of Beijing Wuzi University Beijing, China

会议类型: 国际会议

会议名称: International Conference on Management and Service Science(2011年第五届管理与服务科学国际会议 MASS 2011)

会议地点: 武汉

会议语种:英文

页码: 1-4

在线出版日期: 2011-08-12（万方平台首次上网日期，不代表论文的发表时间）