| 基于DEA的典型相关分析在商业银行信用风险评估中的应用 |
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| 引用本文： | 张渝. 基于DEA的典型相关分析在商业银行信用风险评估中的应用[J]. 数学的实践与认识, 2007, 37(24): 33-39 |
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| 作者姓名： | 张渝 |
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| 作者单位： | 绵阳师范学院经济与管理科学系,四川,绵阳,621000 |
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| 摘 要： | 基于DEA方法用综合输出变量与综合输入变量之比反映相对效率的思想,通过典型相关分析,在最大相关系数条件下,取得线性综合变量的指标权重,引入CCA/DEA分析方法,运用于商业银行的信用风险评估中.提出了综合财务指标T比率的概念,实现了对评估对象的充分评价与排序.
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| 关 键 词： | CCA/DEA 数据包络法(DEA) 典型相关分析(CCA) T比率 |
| 修稿时间： | 2007-05-09 |
Use of CCA in the DEA Context for Credit Risk Assessment in Commercial Banks |
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| ZHANG Yu. Use of CCA in the DEA Context for Credit Risk Assessment in Commercial Banks[J]. Mathematics in Practice and Theory, 2007, 37(24): 33-39 |
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| Authors: | ZHANG Yu |
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| Abstract: | Based on DEA,which measure relative efficiency through the ratio of the composite output variable to the composite input variable,utilize the common weights for the linear combinations that come from the largest canonical correlation coefficient of the CCA method,put forward the CCA/DEA approach to deal with credit risk assessment in commercial banks.Propose the concept of composite financial indicator,T ratio,provide a full rank for all the examination clients. |
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| Keywords: | CCA/DEA |
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