银行系统风险评估方法研究  

A new method of evaluation the bank system risk

作　　者：陈耀辉[1,2] 

机构地区：[1]华中科技大学数学系 [2]荆州师范学院数学系434104

出　　处：《科研管理》2003年第2期16-20,共5页Science Research Management

基　　金：国家自然基金项目 (项目编号 :70 0 710 12 ) ;湖北省教育厅科学研究项目 (项目编号 :2 0 0 2A0 40 0 4)

摘　　要：考虑银行系统风险评估的复杂性 ,以模糊综合评价法为基本出发点 ,通过选择几个主观权和若干个客观权得到一个最优组合赋权模型 ,同时提出了最优组合赋权的模糊综合评价模型。在银行系统风险的评价中 ,利用该模型既可以考虑政策、经验等主观因素的影响 ,又可以充分利用客观数据所带来的信息 ,使评价结果既符合客观实际又符合主观要求 ,从而达到有效地防范和控制金融风险的目的。Because it is very complexity to evaluate the bank system risk. This paper presents the best-combined weight model by selected several subjective weights and objective weights, and obtains the model of fuzzy comprehensive evaluation with the best-combined weight based on the traditional comprehensive evaluation method. In the evaluation about the risk level of the bank system, we use the model, it not only can think the influence of subjective factor such as policy, experience and so on, but also can sufficient use the information of objective data, and make the evaluation result tally with practice as well as satisfy people's experiencing desire. So we can attain the purpose to keep away and control effectively the risk of finance.

关 键 词：指标 指标体系 熵值 熵值权 最优组合赋权模型 

分 类 号：F224.0[经济管理—国民经济]