基于模糊影响图方法的商业银行信用风险评估  

Evaluation of Business Bank's Credit Risk Based on Fuzzy Influence Diagram Method

作　　者：潘晓琳[1] 

机构地区：[1]重庆师范大学数学与计算机科学学院,重庆400047

出　　处：《重庆师范大学学报（自然科学版）》2005年第2期21-23,共3页Journal of Chongqing Normal University:Natural Science

基　　金：国家社会科学基金青年项目(NO.04CJY012)

摘　　要：综合应用模糊集与影响图理论建立了模糊影响图方法,将其模型引入商业银行信用风险评估,在确立了商业银行信用风险评价指标体系的基础上,建立了基于模糊影响图的商业银行信用风险评估模型,说明了该模型的有效性。In this paper the method of fuzzy influence diagram is established by combining fuzzy set with influence diagram.It introduces the method to credit risk evaluation in commercial banks.A commercial bank credit risk assessment model based on fuzzy influence diagram method is established by using the credit assessment index system established for commercial banks.As a result this model is proved valid.

关 键 词：模糊影响图 商业银行 信用风险评估 

分 类 号：F832.33[经济管理—金融学] O159[理学—数学]