Selection Method for Credit Risk Assessing Targets in Commercial Banks Via Entropy Weights

ZHANG Yu; ZHOU Zong-fang

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Volume 35 Issue 5

Dec. 2017

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Article Navigation > Journal of University of Electronic Science and Technology of China > 2006 > 35(5): 857-860

ZHANG Yu, ZHOU Zong-fang. Selection Method for Credit Risk Assessing Targets in Commercial Banks Via Entropy Weights[J]. Journal of University of Electronic Science and Technology of China, 2006, 35(5): 857-860.

Citation:

ZHANG Yu, ZHOU Zong-fang. Selection Method for Credit Risk Assessing Targets in Commercial Banks Via Entropy Weights[J]. Journal of University of Electronic Science and Technology of China, 2006, 35(5): 857-860.

Selection Method for Credit Risk Assessing Targets in Commercial Banks Via Entropy Weights

ZHANG Yu¹,
ZHOU Zong-fang²

1.
Department of Economics and Management Science,Mianyang Normal University Mianyang Sichuan 621000;
2.
School of Management Science,Univ. of Electron. Sci. & Tech. of China Chengdu 610054

Received Date: 2004-06-16
Publish Date: 2006-10-15

Abstract

Based on information entropy theory, the criterion of selection of credit risk assessing targets is choosing targets with larger entropy weights. This paper define an efficiency index to indicate the efficiency of the set of targets as well as the discrimination of evaluation results. An illustrative example is provided to show that, after getting rid of the target with very little entropy weight, the computing process is simplified and the validity of assessing targets is improved.
- credit risk assessment,
- assessing targets,
- entropy weights,
- efficiency index
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通讯作者: 陈斌, bchen63@163.com

1.
沈阳化工大学材料科学与工程学院沈阳 110142

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