共查询到19条相似文献,搜索用时 187 毫秒
1.
系统仿真是风险评价的一种重要手段,针对商业银行个人信用风险预警问题,提出一种基于稀有事件仿真的个人信用风险评估方法.采用商业银行个人未偿还贷款的概率作为衡量个人信用风险高低的标准,构造基于稀有事件的商业银行个人信用风险识别模型,利用交叉熵方法构建了一种稀有事件仿真的有效算法,并由此估计出发生损失的概率.实证分析结果表明,模型对商业银行个人信用风险具有很强的识别能力,从而提供了一个风险预警的新视角. 相似文献
2.
3.
系统仿真是风险评价的一种重要手段,针对企业违约预测问题,提出了一种基于交叉熵算法的违约风险评判方法。采用公司未偿还贷款的概率作为衡量违约风险高低的标准,利用交叉熵方法构造企业违约风险识别模型及其算法,并由此估计出发生损失的概率。与传统的预测方法进行比较,结果表明该模型对违约风险具有很强的识别能力,预测精度高。 相似文献
4.
5.
6.
7.
情景是分析事件的发生、发展及可能的后果的有效机制,然而,基于情景的预警机制或缺乏有效的模型支撑或受制于模型的局限性,实践中难以推广.抽象故障树是同类事故故障树的高层抽象,综合历史案例与专家经验,能够刻画事故的成因的机理、情景演化过程及可能的后果,能够有效支撑基于情景的预警分析.提出一种基于抽象故障树的化工事故预警方法,基于抽象映射计算事件危害度及节点重要度,将情景演化的割集模型转换为贝叶斯网络模型,采用Board法对事故危害进行风险度量和防御事件排序,实现基于情景的不同演化路径的事故风险预测及最佳应对策略推荐,实验结果显示了该方法用于事故分析预警的有效性. 相似文献
8.
针对高速公路事件检测这一非线性分类问题,提出一种基于概率神经网络的事件检测方法。阐述了概率神经网络的结构与训练算法,分析了事件对交通流的影响规律,并合理地选取了概率神经网络的输入量,用高速公路管理部门提供的样本数据进行了仿真研究。仿真实验表明,基于概率神经网络的事件检测方法具有学习速度快、泛化能力好、检测准确率高等优点,具有良好的应用前景。 相似文献
9.
针对城市轨道交通的海量监控报警数据分析难度大的问题,结合设备故障特征,应用数据挖掘方法定义聚类特征树,建立基于故障集的层次聚类分析模型,取得故障要素的高频聚类并识别关联规则。通过构建故障贝叶斯层次网络,提出故障预警模型,计算取值概率推断预警值,进一步探讨了关联性预警的识别和应用策略。采用某城市轨道交通的阶段报警数据实例验证,表明识别出的故障关联规则与实际较好地符合,利用该方法推断故障预警能快速定位风险隐患,为安全管理提供有效的决策支持。 相似文献
10.
11.
为了更有效地展开商业银行IT治理的综合评价工作,进行评价指标的处理是必要的。在深入学习研究灰色理论和模糊数学的基础上,进行了评价指标的优化,优化处理主要从无量纲化方面进行讨论,运用改进的Delph i法匿名讨论及统计,优化待评商业银行IT治理的评价指标,拟定出IT治理的综合评价指标体系;依据模糊数学理论形成评判矩阵;进行模糊运算,得出商业银行IT治理综合评价结果,形成了商业银行IT治理评价的新方法。 相似文献
12.
随着商业银行信息化程度的不断提高,怎样控制和评估由此带来的系统风险,是商业银行目前急需解决的问题.本文分析商业银行信息系统的特征和风险,研究信息系统风险评估的理论、技术,提出风险评估的方法和过程,建立商业银行信息系统的风险控制与评估的模型. 相似文献
13.
高志 《数字社区&智能家居》2007,3(14):498-499
研究了神经网络技术在商业银行信用风险评估中的应用,结合主成分分析法和SOM人工神经网络,建立了商业银行信用风险评估的人工神经网络模型;实证结果表明,该模型具有较高的预测精度. 相似文献
14.
Fabian A. Ehikhamenor 《Information Technology for Development》2013,19(1):13-24
In the last ten years, banks in developed countries have been investing more and more in information technology (IT) as a means to reduce costs and improve operational efficiency. An investigation of the application of IT in Nigerian banks was carried out in order to determine the expectations and success of IT implementations in the sector. The data were generated from a survey of randomly selected branches of 56 banks in Lagos, the commercial capital of Nigeria. Almost all the banks had an IT policy, the main thrusts of which where to achieve full application of IT, to be able to meet organisational goals, to secure competitive advantage, and to be up to date. Only 54.6% of them actually achieved some measure of successful implementations. The expected benefits of investment in IT were realised in only a relatively few number of banks. The consequence was that less than 40% of the banks were poised to maximise the benefits of IT through major investments, especially in the areas of online access and transactions, electronic commerce, and electronic publishing. It is estimated that at least 60% of the branches of these banks are spending less than $150,000 annually on IT. An upsurge of investment is, however, expected, first by the banks that style themselves as progressive and have already made some success in IT implementations, and later by the other banks. 相似文献
15.
基于人工神经网络的IT项目风险评价模型 总被引:14,自引:0,他引:14
[摘要]:首先本文在构建IT项目风险评价体系的基础上,提出一种基于人工神经网络的多指标综合风险评价模型。其次,利用神经网络的自学习和自适应能力,经过训练的神经网络系统能够将专家评价思想以连接权的方式赋予风险评价模型。最后,通过实际IT项目评价数据的验证,该风险评价模型能够准确地按照专家评价法进行工作。 相似文献
16.
Matej Marinč 《Electronic Commerce Research》2013,13(1):71-101
This paper evaluates the impact of information technology (IT) on the operations of banks and the structure of the banking industry, including implications for stability. On the one hand, banks can focus on relationship banking and use IT developments to tailor services to individual needs and build enhanced, albeit modified, relationships with customers. On the other hand, IT better allows banks to exploit economies of scale and scope, which are most evident in transaction banking. Another manifestation of IT is via financial innovations that have enhanced marketability. Stability enters the picture because increased marketability facilitates opportunistic behavior. Together with enhanced herding behavior and changes in industry structure, this could undermine stability and augment systemic risk, calling for a regulatory overhaul. 相似文献
17.
入世以来,商业银行之间的竞争日益激烈,金融市场监管的不成熟与银行的政策依赖性不断显现,国内银行业正面临多重考验。为提高我国商业银行的效率,运用DEA方法对我国14家商业银行的技术效率和规模效率进行测度,再建立计量模型对影响我国商业银行效率的内控风险因素进行实证分析。研究发现:贷存比与银行的技术效率之间呈负相关关系;资产收益率与银行技术效率显著正相关;权益比率对银行的技术效率影响有正相关关系;银行资产规模与银行技术效率存在较为微弱的负相关关系,影响银行内控风险的主要因素为银行的资产收益率与银行资产规模。基于上述结论,为降低银行内控风险,建议落实降低不良贷款规模,努力发展中间业务,加强金融产品创新,选择合适的经营规模等政策。 相似文献
18.
19.
Stakeholder involvement and participation are widely recognized as being key success factors for IT risk assessment. A particular
challenge facing current IT risk assessment methods is to provide accessible abstractions on matters of IT risk that attend
to both managerial and technical perspectives of the stakeholders involved. In this paper, we investigate whether a conceptual
modeling method can address essential requirements in the IT risk assessment domain, and which structural and procedural features
such a method entails. The research follows a design research process in which we describe a research artifact, and evaluate
it to assess whether it meets the intended goals. In the paper, we specify requirements and assumptions underlying the method
construction, discuss the structural specification of the method and its design rationale, present a prototypical application
scenario, and provide an initial method evaluation. The results indicate that multi-perspective modeling methods satisfy requirements
specific to the IT risk assessment domain, and that such methods, in fact, provide abstractions on matters of IT risk accessible
to both a technical and a managerial audience. 相似文献