信用风险度量的改进专家方法

介绍了传统专家方法(5C 因素法),并给出了其三个方面的优点和缺点。提出了改进专家方法即利用决策树辅助决策以及利用判断矩阵求特征向量的方法确定权重,改进了传统专家方法三个方面的缺点,继承了传统专家方法的优点。因此改进专家方法在现代商业银行信贷活动中具有很好的应用前景,尤其是用在巨额贷款中。另一方面,由于中国商业银行目前还不具备应用计量模型度量信用风险,因此改进专家方法在中国商业银行信贷活动中具有广阔的应用前景和现实意义。

Modifying Expert Method of Credit Risk Measurement

The traditional expert method (5C elements) gaved its advantage and disadvantage is introduced and put forward to modifying expert method.Useing strategic tree help making policy,used judgment matrix seek element weight,modified shortcoming of traditional expert method and inherited its good point.Moifying expert method has a good perspective in present business bank credit particularly in a huge sum of credit.On the other hand Chinese business bank presently doesn't have the condition of using mathematic model estimate credit risk.So modifying expert method has a good perspective and actual meaning in Chinese business bank credit.