基于风险元传递理论的商业银行客户信用评价研究
[Abstract]:The research of credit evaluation is becoming more and more important with the rapid development of market economy. Some bad loans led to the subprime mortgage crisis in the United States, and then formed the financial crisis that swept through the major financial markets in the world. This is the most powerful evidence of credit risk transmission. This paper is based on the National Natural Science Foundation Project "Research on the risk element Transmission Model of Enterprise Project chain under the Informatization Environment" (71071054). The purpose of this paper is to study the credit evaluation method based on risk element transmission theory in order to expand the current credit evaluation method system, to make up for the deficiency of the current credit evaluation system, and to broaden the application field of risk element transmission theory. Enrich the research content of risk element transmission theory. Based on the theory of risk element definition and risk element transmission, the identification of customer credit risk element of commercial bank is carried out. Considering the dynamic transmission of credit risk in the financial market, this paper defines the credit risk element and its basic classification and measurement method from the point of view of risk element transmission. After a large number of references and empirical analysis of the preliminary work, the paper defines the credit risk element and its basic classification and measurement method. In this paper, 20 credit risk elements in two categories and six aspects are classified and sorted out, which lays a foundation for further evaluation. In this paper, the hierarchical risk element transfer theory is combined with extension theory, and the credit evaluation model based on extension transfer path is established by studying matter element theory, correlation function and conduction transformation, referring to the idea of optimization evaluation in extension engineering. In order to introduce the concrete evaluation process of this method in detail, this paper introduces the empirical analysis, and carries on the data simulation of three enterprises combined with the enterprise financial report. On the basis of determining the weight of credit risk element by entropy method and analytic hierarchy process (AHP), the paper calculates the transfer correlation degree at two levels, determines the credit risk grade of the corresponding factors, and verifies the effectiveness of the evaluation method. It provides the enlightenment and reference for commercial bank customer credit evaluation from the perspective of risk element transmission.
【学位授予单位】:华北电力大学
【学位级别】:硕士
【学位授予年份】:2013
【分类号】:F831.2;F224
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