NDLI: Development of Credit Risk Model Based on Fuzzy Theory and its Application for Credit Risk Management of Commercial Banks in China

Content Provider	IEEE Xplore Digital Library
Author	Ran Wei
Copyright Year	2008
Description	Author affiliation: Dept. of Econ. & Manage., Zhongyuan Univ. of Technol., Zhengzhou (Ran Wei)
Abstract	Artificial intelligent techniques were successfully used in modeling of highly complex and non-linear phenomena such as the credit. This study developed the traditional credit risk model to evaluate the credit risk of the commercial banks based on the fuzzy theory. And then the membership functions for the model were established with the evaluating indexes which belong to the credit risk degree gather of the commercial banks. For the convenience, Principle Component Analysis was also used to reduce the factors which have diverse impact on the credit risk degree of the commercial bank The results show that the new model developed in this study can be used to make a quantitative evaluation of the credit risk of the commercial banks. Especially, the case study shows that the new credit risk model has a good application for the commercial banks in China. The results indicate that the new credit risk model may give the commercial banks in China a new method for their risk management.
Starting Page	1
Ending Page	4
File Size	105527
Page Count	4
File Format	PDF
ISBN	9781424421077
DOI	10.1109/WiCom.2008.2406
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2008-10-12
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Technology management Stochastic processes Predictive models Mathematics Risk management Risk analysis Mathematical model Radio access networks
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Research on Credit Risk Assessment Model of Commercial Banks Based on Fuzzy Probabilistic Neural Network

Fuzzy neural network model for assessing credit risk in commercial banks

The Commercial Banks' Integral Credit Risk Measurement Method Research in China

Assessment Research of Credit Risk in Commercial Bank Based on Fuzzy-VaR

Credit risk assessment model of small and medium-sized enterprise based on logistic regression

Research on credit risk management of the state-owned commercial bank

A study on credit risk early warning model of commercial banks based on BP neural network

Credit Risk Assessment Model of Commercial Banks Based on Support Vector Machines

Mathematics in financial risk management (2007).

Development of Credit Risk Model Based on Fuzzy Theory and its Application for Credit Risk Management of Commercial Banks in China

Similar Documents

Research on Credit Risk Assessment Model of Commercial Banks Based on Fuzzy Probabilistic Neural Network

Fuzzy neural network model for assessing credit risk in commercial banks

The Commercial Banks' Integral Credit Risk Measurement Method Research in China

Assessment Research of Credit Risk in Commercial Bank Based on Fuzzy-VaR

Credit risk assessment model of small and medium-sized enterprise based on logistic regression

Research on credit risk management of the state-owned commercial bank

A study on credit risk early warning model of commercial banks based on BP neural network

Credit Risk Assessment Model of Commercial Banks Based on Support Vector Machines

Mathematics in financial risk management (2007).

Development of Credit Risk Model Based on Fuzzy Theory and its Application for Credit Risk Management of Commercial Banks in China