会议专题

Liquidity Risk Disclosure Evaluation of Commercial Bank Based on Two-tuple Linguistic Representation Model

While it is difficult to use quantitative indexes to evaluate commercial banks’ information disclosure quality, the linguistic information is a more favorable method to describe it. In this paper, the authors first put forward and design an index system for evaluation of commercial banks’ liquidity risk disclosure quality according to relevant rules and regulations, and then, an evaluation method based on the twotuple linguistic information processing is proposed, which can both meet the demands of judging and ordering risk information disclosure quality of different commercial banks and give qualitative evaluations to their disclosure by adopting appropriate assessing index aggregate. At the end, an empirical study on liquidity risk disclosure degree evaluation of Chinese commercial banks using the twotuples linguistic information processing technology is carried out.

Commercial Bank Liquidity Risk Disclosure Two-tuples

Wang Lina Zhu Weidong Yao Lushi

School of Management Hefei University of Technology Hefei, Anhui, China 230009 School of Management Hefei University of TechnologyHefei, Anhui, China 230009

国际会议

2011 International Conference on Business Management and Electronic Information(2011商业管理与电子信息国际学术会议 BMEI2011)

广州

英文

1-4

2011-05-13(万方平台首次上网日期,不代表论文的发表时间)