Fuzzy pattern recognition model of bank loan risk and its application

Author

Yin, Changling

Author_Institution

Sch. of Econ. & Manage., Beijing Jiaotong Univ., Beijing, China

Volume

3

fYear

2010

fDate

10-12 Aug. 2010

Firstpage

1272

Lastpage

1276

Abstract

The loan risk is the possibility of loan and interest losses caused by being unable to recover the loans on schedule. So a set of modern quantitative methods to effectively identify the credit risk is urgently needed to fully reveal the future solvency capability of evaluation object. This paper has firstly constructed a set of credit evaluation index system, and on that basis, using a large number of cleared loan data by far to determine five evaluation index value related to “five-category loan” classification, establish fuzzy pattern recognition model of loan risk, and determine the risk level of outstanding loan.

Keywords

banking; fuzzy set theory; pattern recognition; bank loan risk; cleared loan data; credit evaluation index system; credit risk; five-category loan classification; fuzzy pattern recognition model; interest losses; loan losses; Biological system modeling; Bismuth; Business; Computational modeling; Eigenvalues and eigenfunctions; Indexes; Presses; fuzzy evaluation matrix; loan risk classification; membership degree;

fLanguage

English

Publisher

ieee

Conference_Titel

Fuzzy Systems and Knowledge Discovery (FSKD), 2010 Seventh International Conference on

Conference_Location

Yantai, Shandong

Print_ISBN

978-1-4244-5931-5

Type

conf

DOI

10.1109/FSKD.2010.5569118

Filename

5569118