Name
Abstract | ||
|---|---|---|
In this paper, two improved MCDM models including Analytic Hierarchy Process (AHP) for group decision-making and revised TOPSIS model are applied for credit risk evaluation. The index weight is determined by AHP for group decision-making, which can establish the decision matrix with less subjective judgments and improve the accuracy of index weight. In the revised TOPSIS method, gray relational degree which represents the relative importance between alternative and the "ideal" solution is integrated into TOPSIS to evaluate credit risk. An illustrative case on urban commercial bank credit risk is applied to verify the two improved MCDM models. The calculated results present the lowest credit risk of urban commercial bank is superior to the highest credit risk by 34.54%. |
Year | DOI | Venue |
|---|---|---|
2012 | 10.1109/BIFE.2012.48 | BIFE |
Keywords | Field | DocType |
credit risk evaluation,highest credit risk,urban commercial bank credit,improved mcdm model,index weight,group decision-making,lowest credit risk,revised topsis model,revised topsis method,improved mcdm models,credit risk,group decision making,ahp,correlation,decision theory,risk analysis,topsis,mcdm,indexes,group theory | Actuarial science,Multiple-criteria decision analysis,Decision matrix,Risk analysis (business),Operations research,Decision theory,TOPSIS,Mathematics,Analytic hierarchy process,Credit risk,Group decision-making | Conference |
Citations | PageRank | References |
1 | 0.35 | 10 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Wenshuai Wu | 1 | 86 | 4.01 |
| Gang Kou | 2 | 2527 | 191.95 |
| Yi Peng | 3 | 1303 | 78.20 |