Title
Study on Commercial Banks Credit Risk Based on AGA and Camel Rating System
Abstract
The commercial banks risks come from all the uncertainty of the banking business, which have diffusibility and hidden features, if not timely controlled, will have a negative impact on the national economy. Therefore, it is necessary to design the corresponding index system according to the objectivity and relativity of the banking risks, and then control quantitatively the banks risk. Based on the analysis of commercial banks risk management situation and existing problems, this paper establishes a commercial banks credit risk evaluation index system with the camel rating thinking, and then describes AGA evaluation mechanism. In this paper, Hebei commercial bank credit risk evaluation index data as the network operator samples, we evaluated four commercial banks' credit risk in Beijing; the example results show that the modelpsilas commonality is very good.
Year
DOI
Venue
2009
10.1109/WKDD.2009.62
WKDD
Keywords
Field
DocType
camel rating system,hebei commercial bank credit,commercial bank,banks risk,risk evaluation index data,global search ability,bank credit risk evaluation index data,commercial banks,credit risk,commercial banks risk management,search problems,gradient drop method,banking,commercial banks credit risk,risk management,gradient methods,aga evaluation mechanism,genetic algorithms,network operator sample,banking business,national economy,commercial banks risk,adaptive genetic algorithm,banking risk,aga,indexation
Retail banking,Credit history,Financial risk management,Actuarial science,Computer science,Credit reference,Credit rating,Risk management,Credit risk,Beijing
Conference
ISBN
Citations 
PageRank 
978-0-7695-3543-2
0
0.34
References 
Authors
0
2
Name
Order
Citations
PageRank
Shaomei Yang173.65
Junyan Zhao201.35