Credit Risk Assessment Based on Fuzzy Comprehensive Assessment

Author

Wang, Xincun ; Huang, Jinpeng

Author_Institution

Normal Coll., Eastern Liaoning Univ., Dandong, China

Volume

4

fYear

2009

fDate

14-16 Aug. 2009

Firstpage

603

Lastpage

606

Abstract

This paper establishes a comprehensive assessment index system according to related literature. Through determining the weight of each target index by analytical hierarchy process, building fuzzy mapping from index set to assessment set, calculating fuzzy matrix by weight average operator M(Â· , +), we establish the commercial bank credit risk comprehensive assessment system model, and thereby obtain the credit risk comprehensive assessment.

Keywords

banking; credit transactions; fuzzy set theory; matrix algebra; risk management; analytical hierarchy process; commercial bank credit risk comprehensive assessment system model; comprehensive assessment index system; fuzzy comprehensive assessment; fuzzy matrix; weight average operator; Business; Educational institutions; Fuzzy logic; Fuzzy sets; Fuzzy systems; Inventory management; Quality management; Risk analysis; Risk management; Systems engineering and theory; analytical hierarchy process; credit risk; membership degree; multiple fuzzy synthesis judgment;

fLanguage

English

Publisher

ieee

Conference_Titel

Fuzzy Systems and Knowledge Discovery, 2009. FSKD '09. Sixth International Conference on

Conference_Location

Tianjin

Print_ISBN

978-0-7695-3735-1

Type

conf

DOI

10.1109/FSKD.2009.774

Filename

5359251