商业银行信用风险评估预测模型研究

依据商业银行信用风险的内涵,指出信用风险评估应当充分考虑信贷资金安全系数的不确定性和信用风险的相对性特征,并以“信用风险度”作为系统的输出,构建了基于人工神经网络的信用风险评估预测模型,为有效转变信用风险的分类评估模式,提供更为全面的信贷决策支持奠定了基础.

Study on credit risk assessing and forecasting model in commercial bank

For a long time credit risk assessment has been regarded as one kind of classification issue of pattern i2dentification , which could not fully meet the requirements of credit risk decision2making. In view of the connotationof credit risk , it is put forward that the probability that credit capital becomes bad debt and the relativity of creditrisk should be taken into consideration to assess credit risk. By taking credit risk degree as system output , creditrisk assessing and forecasting model based on artificial neural network is established so as to transform assessingmode in effect and provide credit decision2making with more efficient tools and support .