信贷风险管理决策理论与模型的研究

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1、大连理工大学博士学位论文信贷风险管理决策理论与模型的研究姓名：迟国泰申请学位级别：博士专业：管理科学与工程指导教师：杨德礼20040330AbstractLoanriskisamatterofthebank’smalnrisk．Bankriskconcel'nsaboutbank’Ssurvivalandsociety’Sstability．Resultsofsimilarstudyindicatethattheessenceofbank’Scrisisresultsfromassetsmisallocation．Soi

2、mprovingallocationqualityofassetsiscrucialtothebanks．Thethesisanalyzescharacteristicsandissuesofcurrentresearch，andsetsupdecisionevaluationmodelsofloan’riskanddecision—makingmodelsofindividualloan’Srisk，aswellasdecision—makingmodelsofloan'sportfolio．Thethesisputs

3、forwardallocationprincipleofbothexpertisefiltrationandevaluationweight，andsetsupclusteranalysismodelandtwiceconvergencemodelforevaluationweightofloanrisk．Thethesissolvesexpertisefiltrationproblemthroughapplyingsimilarcoefficientmatrixtocluster’sanalysisonevaluati

4、onweightandjudgmentmatrixofexpertise．Italsosolvesreasonableallocationofcomprehensiveexpertiseweightbytwiceconvergenceusinganewsimilarcoefficientmatrixtoweightexpertise．Thethesisputsforwardcomprehensiveevaluationprinciplesofoperatingperformanceforcommercialbank，an

5、destablishescomprehensiveevaluationmodelofoperatingperformanceforcommercialbank．Itperfectlycorrespondswiththreeconflictandmutualaspectsamongliquidity,safetyandprofitabilitybyinteractinginfluenceprinciple．Itsolvesquantitycalculationissuesofconflictindexesthroughre

6、verseinterleavingmemod．Thethesisputsforwardnewprinciplesandnewcriterionsofdecision—makingmodelforcreditloanandmortgageloan，andunfoldsmutualconnectionandinteraetionofloan’Sriskelements．Italsochangesdecisionnotionofconsideringmerelyprojectfactorofexistingresearchan

7、dpractice．Thethesisestablishesriskdecisionmodelsoncreditloanandmortgageloanreflectingcomprehensiveliquidity,andexploitsnewsolutiontotheproblem．Thethesisputsforwardriskcontrolprincipleanditscriteriaforcomprehensivedecision—makingonloanrisk，establishesthetakingorre

8、jectingstandardofthedecisionaltemative，setsupcomprehensivedecision—makingmodelofloanrisk，andsolvescomparisonandchoiceissuesbothofloanalternativesfordifferentin