The Country Risk Assessment of Commercial Bank based on Discriminatory Analysis
With the outbreak of the sovereign debt crisis of the Euro zone, the country risk management of the commercial bank in China received unprecedented concern. Every commercial bank set about the study of the country risk identification, computation, monitoring and controlling, and try to establish their own country risk internal rating system. Building discrimination function to evaluate country risk based on discriminatory analysis is an effective method of country risk assessment. For the sake of the need for the country risk internal rating of the domestic commercial bank, we will use discriminatory analysis in this article. We choose 32 countries and 13 indicators in 2008 to evaluate their country risk. This will provide a reference for the country risk internal assessment of the domestic commercial bank1.
discriminatory analysis country risk
ZHANG Donghui GUO Yuanyuan CHENG Liwei
Bank of Dalian, Dalian, China, 116001 School of Economics, Dalian University of Technology, Dalian, China, 116024
国际会议
大连
英文
580-584
2012-07-07（万方平台首次上网日期，不代表论文的发表时间）