基于组合赋权的银行信用评价模型研究  

Evaluation Model of Bank Credit Based on Combination Weights

作　　者：张雪丽[1] 杨中原[1] 

机构地区：[1]中国社会科学院金融研究所,北京100732

出　　处：《商业研究》2010年第9期36-38,共3页Commercial Research

摘　　要：信用评级是商业银行对客户偿债能力和偿债意愿的计量和评价,反映了客户违约风险的大小。通过对评价指标的海选和筛选构建了信用综合评价指标体系,用客观赋权的离差最大化法和主观赋权的组合确定指标最优权重,建立了基于组合赋权方法的银行信用评价模型。通过组合赋权,既保留了客观赋权对实际情况的真实反映,又反映了主观赋权体现了专家的知识与经验。The credit rating is the measurement and appraisal to customer′s credit capacity and debt redemption wish that commercial bank adopts, which reflects the customer′s violation risk′s size. Through electing evaluation indicator,it constructs credit quality synthetic evaluation indicator system. And then ,it establishes evaluation model of bank credit based on the spatial structure by determining the superior weight of indictor with the objective weights deviation biggest reduction and the subjective combination weights. Combination weights not only retains the objective weights′ real reflection to the actual situation, but also reflects the subjective weight has manifested expert′s knowledge and experience.

关 键 词：信用评价 组合赋权 信用评级 

分 类 号：F830.45[经济管理—金融学]