The multi-attribute decision-making portfolio weighting method based Chinese commercial bank credit risk assessment

摘要

The paper discusses issues of credit risk of commercial banks in China through analyzing the present situation of credit risk measurement in commercial banking industry and proposing the measuring size of bank credit risk from depositors by utilizing multi-attribute decision-making portfolio weighting method.Based on credit risk measurement modeling at home and abroad,it uses 8 indicators such as non-performing loan ratio etc.to reflect credit risks of commercial banks in China,and makes empirical study of four representative banks,then finds that bank B has the largest credit risk compared with the others.