摘要
在对目前我国信用评级方法应用现状分析的基础上,提出改进的多标准等级判别模型.并将该模型应用于商业银行信用风险评估中.通过对银行五级分类贷款样本的实证研究,证实了该判别模型的有效性和先进性.
Based on the research on credit rating method applied in China, the paper proposes an improved Multi-criteria Hierarchical Discrimination Approach and applies it to evaluate banking credit risk. The empirical study of 126 samples of five-category bank loans, the improved M. H. DIS method is proved to be an effective and advanced tool for credit rating.
出处
《数学的实践与认识》
CSCD
北大核心
2008年第5期49-53,共5页
Mathematics in Practice and Theory
基金
国家自然科学基金(60776817)
教育部“九八五”二期工程资助项目(107008208200400024)
