Credit Card Credit Risk Evaluation based on Fuzzy Bayesian Network

摘要：

　　In order to quantify the credit risk with credit and identify the risks associated with the key event,from credit process,due to the wrong angle of view,the use of credit risk cause of relationship,combined with quantitative and qualitative analysis to build a credit card credit risk Bayesian network.To judge the use of expert knowledge on the a priori probability and the conditional probability of credit card credit risk events,and at the same time,the combination of fuzzy set theory,the use of the conditional probability and the a priori probability of fuzzy semantic and integral value method to quantify the basic event.Through an example,based on Bayesian network inference probability of occurrence of credit risk,to reflect the credit risk profile of the banks credit card business.The sensitivity analysis results show that the loss of the credit card business system,the cardholder objectively repayment ability is a key event to cause the credit risk of credit card.In the event caused the top of the key events,the cardholder economic deterioration is more important.

关键词： Credit Risk Bayesian Network Fuzzy Set Theory

作者: Liling Zhao

作者单位: Chongqing University

会议类型: 国际会议

会议名称: 第四届管理创新国际研讨会(IWPM2012) 暨第十二届全国科技评价学术研讨会

会议地点: 北京

会议语种:英文

页码: 49-49

在线出版日期: 2012-10-19（万方平台首次上网日期，不代表论文的发表时间）