The multi-attribute decision-making portfolio weighting method based Chinese commercial bank credit risk assessment

摘要：

　　The paper discusses issues of credit risk of commercial banks in China through analyzing the present situation of credit risk measurement in commercial banking industry and proposing the measuring size of bank credit risk from depositors by utilizing multi-attribute decision-making portfolio weighting method.Based on credit risk measurement modeling at home and abroad,it uses 8 indicators such as non-performing loan ratio etc.to reflect credit risks of commercial banks in China,and makes empirical study of four representative banks,then finds that bank B has the largest credit risk compared with the others.

关键词： credit risk multi-attribute decision-making portfolio weighting method

作者: LV Pin YUAN Yijun SUN Jia

作者单位: School of Economics,Dalian University of Technology,Dalian,China,116024

会议类型: 国际会议

会议名称: the 5th (2013)International Conference on Financial Risk and Corporate Finance Management(第五届(2013)金融风险与公司金融国际研讨会)

会议地点: 大连

会议语种:英文

页码: 745-750

在线出版日期: 2013-06-29（万方平台首次上网日期，不代表论文的发表时间）