模糊综合分析法在信用评级中的应用研究

从模糊综合评价法的含义出发,列举了该方法具有考察指标变化非线性影响等特点,探讨了在运用模糊综合评级中遇到的两个重要问题——指标权重确定方法和指标隶属度的计算方法,列举和比较了可供选择的多种方法,说明了如何将模糊综合评价法运用到信用评级中,并且通过案例说明了模糊综合评价法的应用,选择上海市贷款企业信用等级评定标准中所选择的指标体系和采取的指标权重,对于某受评单位,运用指数衰减法建立了模糊评级矩阵,并进行了信用评级。通过模糊综合信用评级,可以有效地避免评级中的过于主观性,有力提高了信用评级的科学性和准确度。

A Study of Credit Rating Based on Fuzzy Comprehensive Evaluation

Based on Fuzzy Comprehensive Evaluation theory, the characteristics of the nonlinear effects caused from some factors are explained, and two key points are discussed： the weight decision and membership function decision. The differences of some main methods are distinguished and the evaluation process is specified. In the case study, it chooses factors and weights from Shanghai enterprise loan credit rating standards, calculate the fuzzy rating matrix with exponential decay method, finally decides the credit rating degree. Fuzzy Comprehensive Evaluation can avoid the extra subjectivity and improve the scientificity and degree of accuracy.