| 基于AHP-ANN模型的商业银行信用风险评估 |
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| 引用本文： | 徐佳娜,西宝.基于AHP-ANN模型的商业银行信用风险评估[J].哈尔滨理工大学学报,2004,9(3):94-98. |
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| 作者姓名： | 徐佳娜 西宝 |
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| 作者单位： | 哈尔滨工业大学管理学院,黑龙江,哈尔滨,150001;哈尔滨工业大学管理学院,黑龙江,哈尔滨,150001 |
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| 基金项目： | 国家自然科学基金资助项目(70201005) |
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| 摘 要： | 为了改进国内商业银行信用风险评估指标体系，提高评估效率，依据古典信用风险管理理论，将人工神经网络信用风险评估技术与层次分析法相结合，建立了商业银行信用风险评估AHP—ANN模型，并进行了可行性论证．结果表明，改进的AHP-ANN模型在输入指标体系简化、输出指标衡量和模型运行效率等方面均有一定程度的改善．
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| 关 键 词： | AHP-ANN模型 信用风险 信贷决策 |
| 文章编号： | 1007-2683(2004)03-0094-05 |
| 修稿时间： | 2003年12月1日 |
AHP-ANN Based Credit Risk Assessment for Commercial Banks |
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| XU Jia-na,XI Bao.AHP-ANN Based Credit Risk Assessment for Commercial Banks[J].Journal of Harbin University of Science and Technology,2004,9(3):94-98. |
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| Authors: | XU Jia-na XI Bao |
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| Abstract: | The goal of this research is promoting the ratio index system and improving the efficiency and quality of credit risk assessment model in the commercial banks. Based on the classic credit risk management theory, combining the ANN risk assessment technology with the AHP mathemaiic models, this research sets up the AHP-ANN model for credit risk assessment in commercial banks. The result shows, the improved AHP -ANN model promotes the concise index system, criterion measurement and model efficiency in some degree. |
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| Keywords: | AHP-ANN model credit risk loan decision |
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