光大银行信贷风险分类决策支持系统的研究

发布时间：2018-01-03 04:15

本文关键词：光大银行信贷风险分类决策支持系统的研究　出处：《西安理工大学》2006年硕士论文　论文类型：学位论文

【摘要】： 在当今的世界上,信息技术是提高竞争力和经济增长的关键,信息技术对经济运作效率的提高、产业结构变革和新兴产业发展发挥着巨大作用。信贷风险是银行业面临的共同风险,如何控制和管理信贷风险是银行业一个永恒的主题。为了进一步加强金融监管,我国于1998年开始提出了与国际通行做法协调的贷款风险五级分类方法。并倡导采用现代化信息技术手段进行风险防范控制研究,把提高信贷资产质量、防范信贷风险作为金融控制的目标。光大银行是全国性股份制商业银行,经过多年的发展,逐步形成了与现代商业银行相适应的多元化股权结构、日益完善的公司经营机制。然而,在其迅速发展的同时,防范和化解资产风险的压力也在不断增加。一方面该行不良资产的历史包袱沉重,另一方面,不良信贷资产的数量在不断累加,其信贷风险的管理模式已不能适应形势的发展。研究应用于信贷风险分类管理的决策支持系统,以提高其的信贷风险管理水平,为科学决策和管理提供支持显得尤为必要。本文以光大银行为背景,通过对知识管理、人工智能及决策支持系统理论的研究,并将人工智能的专家系统和神经网络技术相结合,提出了光大银行信贷风险分类决策模型;构建了以知识管理为基础、人工智能技术为手段、面向贷款风险分类的信贷风险管理和控制研究的信贷风险分类管理决策支持系统。这对于提高光大银行信贷资产管理质量,增强自身竞争力,实现可持续发展意义重大。
[Abstract]:In today's world, information technology is the key to improve competitiveness and economic growth, information technology to improve the efficiency of economic operations. The transformation of industrial structure and the development of new industries play a great role. Credit risk is the common risk faced by the banking industry. How to control and manage credit risk is an eternal theme of banking. In order to further strengthen financial supervision. In 1998, China began to put forward a five-level classification method of loan risk, which is coordinated with international common practice, and advocated the use of modern information technology means to carry out risk prevention and control research to improve the quality of credit assets. Preventing credit risk is the target of financial control. Everbright Bank is a national joint-stock commercial bank, after many years of development, gradually formed with the modern commercial banks to adapt to the diversification of equity structure, increasingly perfect corporate management mechanism. At the same time of its rapid development, the pressure to prevent and resolve the risk of assets is also increasing. On the one hand, the bank has a heavy historical burden of non-performing assets, on the other hand, the amount of non-performing credit assets is accumulating. Its credit risk management model can not adapt to the development of the situation. This paper studies the decision support system applied to the classification of credit risk management in order to improve its credit risk management level. It is necessary to provide support for scientific decision-making and management. This paper takes Everbright Bank as the background, through the knowledge management, the artificial intelligence and the decision support system theory research, and unifies the artificial intelligence expert system and the neural network technology. The classification decision model of credit risk in Everbright Bank is put forward. Based on knowledge management and artificial intelligence technology as a means. Credit risk management decision support system based on credit risk management and control for credit risk classification, which can improve the quality of credit asset management and enhance the competitiveness of Everbright Bank. Achieving sustainable development is of great significance.
【学位授予单位】：西安理工大学
【学位级别】：硕士
【学位授予年份】：2006
【分类号】：F832.4

【引证文献】