首页> 外文会议>2010 International Conference on Intelligent Computation Technology and Automation >Applied Research of Entropy in Comprehensive Evaluation of the Risk of Commercial Banks
【24h】

Applied Research of Entropy in Comprehensive Evaluation of the Risk of Commercial Banks

机译:熵在商业银行风险综合评价中的应用研究

获取原文

摘要

Risk management is the core of commercial bank management, from the broking out of U.S. substandard loan crisis and the closing down of commercial banks, we can see the important reason of suffering heavy losses is that commercial hanks did not properly assess a series of facing risks. At present, China's commercial banks risk analysis is still in the traditional objective qualitative analysis phase, as for risk quantification, especially comprehensive evaluation is not enough. The paper is from the perspective of commercial bank supervision to building a commercial bank risk evaluation index system, to establish an uncertain evaluation model based on entropy to determine the weights, and through giving the example of Industrial and Commercial Bank of China and Huaxia Bank, it assessed the risks of commercial banks quantitatively and comprehensively.
机译:风险管理是商业银行管理的核心,从美国不良贷款危机的爆发和商业银行的倒闭中,我们可以看到遭受重大损失的重要原因是商业银行没有正确评估一系列面临的风险。目前,我国商业银行的风险分析仍处于传统的客观定性分析阶段,至于风险量化,尤其是综合评价还不够。本文从商业银行监管的角度出发,建立商业银行风险评估指标体系,建立基于熵的不确定性评估模型,确定权重,并以中国工商银行和华夏银行为例,它定量和全面地评估了商业银行的风险。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号