| 对商业银行信贷风险成因的定量分析——基于模糊层次分析法 |
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| 引用本文： | 葛允康,孙英隽.对商业银行信贷风险成因的定量分析——基于模糊层次分析法[J].科技与管理,2014(1):106-109. |
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| 作者姓名： | 葛允康 孙英隽 |
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| 作者单位： | 上海理工大学管理学院,上海200093 |
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| 基金项目： | 上海市教委重点学科建设项目（J50504）;上海市社会科学项目（2009BJB031）;上海市教委重点课程建设项目;上海理工大学核心课程建设项目 |
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| 摘 要： | 由于当前国内外经济金融形势的变革,使得商业银行的信贷风险面临着挑战。通过模糊数学中的模糊综合评价法与层次分析相结合,对商业银行面临的信贷风险进行定量分析并为银行的相关信贷工作提供建议,结果表明银行自身因素中的信贷管理机制不健全,信贷风险监控系统是其面临的最大的风险,建议银行应从自身出发,建立健全的信贷风险管理的组织机构和信贷管理机制。
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| 关 键 词： | 模糊层次分析法 信贷风险 成因 定量分析 |
Quantitative analysis of the causes of commercial bank credit risk：based on fuzzy analytic hierarchy process |
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| GE Yun-kang,SUN Ying-jun.Quantitative analysis of the causes of commercial bank credit risk：based on fuzzy analytic hierarchy process[J].Science-Technology and Management,2014(1):106-109. |
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| Authors: | GE Yun-kang SUN Ying-jun |
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| Institution: | ( School of Management, University of Shanghai for Science and Technology, Shanghai 200093, China) |
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| Abstract: | Due to the current reforms of domestic and overseas economy and finance, Commercial banks are faced with challenges in the credit risk. This paper has made quantitative analysis on the credit risk faced by the commercial banks using the fuzzy comprehensive evaluation in the fuzzy mathematics combined with analytic hierarchy process and offers suggestions to relevant credit work of banks. The result shows that the imperfect credit manage- ment mechanism and monitoring system of the credit risk of the bank itself are the biggest challenges of the commer- cial banks. Therefore, it is suggested that banks shall establish and improve the organization of credit risk manage- ment and the credit management mechanism. |
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| Keywords: | fuzzy analytic hierarchy process credit risk causes quantitative analysis |
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