| 商业银行信用风险评价指标的熵权选择方法 |
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| 引用本文： | 张渝,周宗放.商业银行信用风险评价指标的熵权选择方法[J].电子科技大学学报(社会科学版),2006(5). |
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| 作者姓名： | 张渝 周宗放 |
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| 作者单位： | 绵阳师范学院经济与管理科学系 四川绵阳621000(张渝)，电子科技大学管理学院 成都610054(周宗放) |
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| 摘 要： | 基于信息熵思想,按照熵权的大小筛选信用风险评价指标,定义了评价指标的效率指数,用评价结果的区分度反映评价指标的有效性。算例表明,在初始指标组中,将熵权极小的指标剔除后,简化了计算,提高了评价指标的有效性。
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| 关 键 词： | 信用风险评估 评价指标 熵权 效率指数 |
Selection Method for Credit Risk Assessing Targets in Commercial Banks Via Entropy Weights |
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| ZHANG Yu,ZHOU Zong-fang.Selection Method for Credit Risk Assessing Targets in Commercial Banks Via Entropy Weights[J].Journal of University of Electronic Science and Technology of China(Social Sciences Edition),2006(5). |
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| Authors: | ZHANG Yu ZHOU Zong-fang |
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| Institution: | ZHANG Yu1,ZHOU Zong-fang2 |
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| Abstract: | Based on information entropy theory, the criterion of selection of credit risk assessing targets is choosing targets with larger entropy weights. This paper define an efficiency index to indicate the efficiency of the set of targets as well as the discrimination of evaluation results. An illustrative example is provided to show that, after getting rid of the target with very little entropy weight, the computing process is simplified and the validity of assessing targets is improved. |
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| Keywords: | credit risk assessment assessing targets entropy weights efficiency index |
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