基于模糊层次分析法的个人住房贷款风险评估研究

目前商业银行个人住房贷款风险管理中定性方法存在一些缺陷.在借鉴国内外个人信用评分指标构建经验的基础上,选取五大子目共19个指标形成个人信用评分指标体系,引入模糊一致判断矩阵,运用模糊层次分析法确定指标权重,从而构建了商业银行对个人住房贷款风险控制的定量模型.利用模型可以确定房贷申请者个人信用评分及等级,即按得分多少将房贷申请者个人信用划分为从AAA至C等七个不同的等级,商业银行则依据房贷申请者的信用评分等级给予不同的放款政策.

On Assessment of Individual Housing Loans Risk based on FAHP Method

Currently, some defects exist in the qualitative methods of commercial bank individual housing loan risks. Based on the establishment experiences of personal credit scoring at home and abroad, we constitutes quantitative controlling model of commercial bank individual housing loan risk by choosing 19 indicators in 5 subsystems to form personal credit scoring index system, introducing fuzzy consistent estimate matrix, and using FAHP(Fuzzy Analytic Hierarchy Process) to determine the importance of indicators. The personal credit scores and grades can be determined by using this model, that is the personal credit rating of the loans which can be divided into seven different credit rating from AAA to C by the score, and the commercial banks give different Mortgage policy based on the credit-scoring results to the applicants.