DocumentCode
3049692
Title
Bank credit risk management early warning and decision-making based on BP neural networks
Author
Yu, Zhi-yuan ; Zhao, Shu-Fang
Author_Institution
Dept. of Econ. & Law, Taiyuan Inst. of Technol., Taiyuan, China
Volume
2
fYear
2011
fDate
9-11 Dec. 2011
Firstpage
528
Lastpage
532
Abstract
Credit risk management, which is the basic of the credit application, is the most perfect embodiment in the bank credit application and asset supervision. The ultimate purpose of credit risk management is to ensure that credit fund is of safety, profitability and fluidity. At present, it is extremely important of commercial banks to set up an early bank risk warning system. The author who makes great effort on the credit risk and its reason, besides bringing in the western commercial banks experience of bank credit risk management, makes researches on credit risk in a microcosmic view. The author sets up early warning indicators for commercial bank credit risk, and carries out the warning for the credit risk in advance with the help of artificial neural networks. The experiment has proved that this method is objective and effective. So it can provide theoretical basis, which is more scientific and credible for detection and early warning about commercial bank credit risk.
Keywords
backpropagation; banking; credit transactions; neural nets; risk management; BP neural networks; artificial neural networks; asset supervision; bank credit risk management; commercial banks; decision-making; early bank risk warning system; Decision making; BP neural networks; Credit risk; Early warning; decision-making;
fLanguage
English
Publisher
ieee
Conference_Titel
IT in Medicine and Education (ITME), 2011 International Symposium on
Conference_Location
Cuangzhou
Print_ISBN
978-1-61284-701-6
Type
conf
DOI
10.1109/ITiME.2011.6132165
Filename
6132165
Link To Document