• 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