Credit risk assessment based on neural network

Author

Lin, Yun ; Zhang, Yuan

Author_Institution

Sch. of Manage., Capital Normal Univ., Beijing, China

fYear

2012

fDate

29-31 May 2012

Firstpage

402

Lastpage

404

Abstract

Credit risk is one of the greatest risks faced by commercial banks in china. The BP neural network has self-learning ability, adaptive ability and fault tolerance. This paper adopts BP neural network to evaluate credit risk of 20 ceramic tile enterprises. The results show that credit risk evaluation using BP neural network and expert evaluation have the very good consistency.

Keywords

backpropagation; bank data processing; ceramics; credit transactions; fault tolerance; neural nets; risk management; tiles; BP neural network; China; adaptive ability; ceramic tile enterprise; commercial bank; credit risk assessment; credit risk evaluation; fault tolerance; self-learning ability; Biological neural networks; Educational institutions; Indexes; Risk management; Training; assessment; credit risk; neural network;

fLanguage

English

Publisher

ieee

Conference_Titel

Natural Computation (ICNC), 2012 Eighth International Conference on

Conference_Location

Chongqing

ISSN

2157-9555

Print_ISBN

978-1-4577-2130-4

Type

conf

DOI

10.1109/ICNC.2012.6234739

Filename

6234739

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2560368