| 基于Theil系数组合赋权的银行类金融机构信用评价研究 |
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| 引用本文： | 吕品,原毅军.基于Theil系数组合赋权的银行类金融机构信用评价研究[J].科技与管理,2014(3):111-118. |
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| 作者姓名： | 吕品 原毅军 |
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| 作者单位： | 大连理工大学管理与经济学部;大连银监局农金处; |
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| 摘 要： | 金融机构信用评价是现代金融管理的基础,有助于监管机构依据监管目标对银行类金融机构进行风险高低排序,进而实施差别化监管,有效防范金融风险。构建包含资本充足率、杠杆率、不良贷款率、不良资产率、逾期贷款比例、拨备覆盖率、贷款拨备率、授信集中度等指标的银行类金融机构信用综合评价指标体系。利用Theil系数对主观权重和客观权重组合确定指标最优权重,建立基于组合赋权方法的评价模型,对银行类金融机构信用状况进行评价。
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| 关 键 词： | 银行类金融机构 信用评价 组合赋权 |
Banking credit evaluation based on the Theil coefficient combination weighting method |
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| Institution: | LU Pin, YUAN Yi-jun(1. Faculty of Management and Economics, Dalian University of Technology, Dalian 116024, China; 2. CBRC Dalian Office Rural Financial Institutions Supervision Division, Dalian 116011, China) |
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| Abstract: | Credit rating of the financial institutions is the basis of the modem financial management, which can help regulators to conduct effective supervision on bank. At the same time, it is essential for the development of China＇ s financial industry sustained and healthy. This paper established the index system of credit evaluation, which include the construction of the capital adequacy ratio,leverage ratio, non-performing loan ratio, the ratio of non-performing as- sets,overdue loan ratio,coverage ratio,loan loss provisioning rate index. Using the Theil coefficient to determine the optimal combination weights based on the subjective and objective weights,the paper establishes the evaluation model based on combination weighting method. Finally, we use the model to evaluate the credit status of the six banks. |
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| Keywords: | bank credit evaluation combination weighting |
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