Research on Commercial Bank Credit Risk Elements Transmission Model

被引：0
|
作者：
Li, CunBin [1 ]
Ding, Lin [1 ]
机构：
[1] N China Elect Power Univ, Sch Business Adm, Chengdu, Peoples R China
来源：
PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON INFORMATION MANAGEMENT, INNOVATION MANAGEMENT AND INDUSTRIAL ENGINEERING, VOL II | 2008年
关键词：
D O I：
10.1109/ICIII.2008.112
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This article bases on the commercial bank credit risk research, has a foothold of the bank risk management and proposes the credit risk elements transmission model. The random dynamic transmission chain of the commercial banks credit risk elements transmission under information-based environment is established and given. According to the probability density function of risk elements, how risk elements transfer and affect the bank expected income in the course of commercial banks loan to enterprises are pursued. And the quantitative characterization of the commercial bank expected income is given. The study of this article has important practical applications for the commercial bank to avoid and control risk of loans, assisting loans' decision and improving the loan recovery rate.
引用
收藏
页码：435 / 438
页数：4
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