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神经网络在信贷资产风险映射中的应用 被引量:4

Application of Neural Network in Risk Mapping of Credit Assets
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摘要 综合研究了商业银行信贷资产风险因素和风险水平之间映射与其中的经验贝叶斯决策 ,将神经网络应用于这个不确定性和强非线性的动态映射 .应用超线性收敛方法加快了神经网络的收敛速度 .神经网络的训练样本涵盖除农业和外贸外的大部分行业 ,具有比较普遍的代表性 ,神经网络对训练样本的学习精度已达到中国国有商业银行在实际风险管理中的精度要求 .应用风险映射神经网络更接近实时分析 ,使商业银行能够对信贷资产的风险水平进行连续动态分析 。 The mapping from the risk factors to the risk level of the credit assets of commercial banks, and the empirical Bayesian decision in the mapping were synthetically studied. The neural network was applied in this uncertain and strong non linear dynamical mapping. The convergence speed is accelerated by the use of super linear converge approach. The training samples cover most industries except agriculture and foreign trade industry, and make common sense. The precision of the training samples and the neural network mapping is high enough according to the operating requirement of the risk management in Chinese state owned commercial banks. The application of the neural network of mapping from the risk factors and the risk level can access the real time analysis. Commercial banks can continually and dynamically analyze the risk level of their credit assets, and can implement the initiative control and overall control on the risk according to the regularity of the risk.
作者 许定 黄培清
出处 《上海交通大学学报》 EI CAS CSCD 北大核心 2000年第11期1557-1561,共5页 Journal of Shanghai Jiaotong University
关键词 神经网络 商业银行 信贷资产 风险映射 风险水平 risk bank neural network mapping
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参考文献3

  • 1张愚,隔振系统的人工神经网络理论建模及其优化设计研究 [D],1999年
  • 2编写组,贷款风险分类原理与实务,1998年
  • 3游兆永(译),实用最优化,1990年

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