基于主观Bayes方法对银行贷款风险的评估  

Based on Subjective Bayes Method to Bank Loan Risk Appraisal

作　　者：钟娟[1] 王余旺[1] 方贤进[1] 刘光年[1] 

机构地区：[1]安徽理工大学计算机科学与技术系,淮南232001

出　　处：《微计算机应用》2007年第1期61-65,共5页Microcomputer Applications

摘　　要：企业的实力、效益及信用等直接关系到对它提供贷款银行的风险。企业的财务状况、非财务状况、现金流量、信用支持及预期时间等诸要素也存在着不确定性。本文借鉴专家系统不确定性推理方法Bayes提出贷款风险的可信度的思想,并给出了贷款风险的可信度因子模型。该模型可以更好地评估银行贷款的风险。The loan risk of bank has directly relation to the enterprise and company＇s actual strength, benefit and credit and so on. But, in this contest there are several indefinite factor in the finance state, non -fiancial state, the cash current capacity, the credit support, and the anticipated time and so on. This paper borrows the idea of Bayes used in uncertainty reasoning in expert system field, presents the thought of loan risk trustworthiness, and gives the loan risk trustworthiness factor model. That may appraise the loan risk of banks better.

关 键 词：贷款风险分类 可信度 主观BAYES方法 

分 类 号：F832.4[经济管理—金融学] F224