模糊分析方法在金融机构风险排序中的应用

应用科学学报 ›› 2004, Vol. 22 ›› Issue (2): 255-257.

模糊分析方法在金融机构风险排序中的应用

王忠郴¹, 喻葵², 曾鸣¹

1 上海第二工业大学经济管理学院上海 201209;
2 东华大学工商管理学院上海 200051

收稿日期:2002-12-26 修回日期:2003-06-02 出版日期:2004-06-30 发布日期:2004-06-30
作者简介:王忠郴(1948-),男,江西南昌人,教授.

The Application of Fuzzy Analysis Method in the Risk Sequences of Financial Organizations

WANG Zhong-chen¹, YU Kui², ZENG Ming¹

1. School of Econ and Management, Shanghai Second Polytechnic University, Shanghai 201209, China;
2. School of Business Administration, Donghua University, Shangha 200051, China

Received:2002-12-26 Revised:2003-06-02 Online:2004-06-30 Published:2004-06-30

摘要/Abstract

摘要： 运用系统与模糊分析相结合方法,首先将金融机构面临的资产风险分解成若干个风险因素子系统;然后以金融理论为指导建立各子系统风险因素评价的隶属度矩阵,并在此基础上采用模糊间接识别模型及贴近度的概念,构造了各子系统风险因素模糊识别模型;最后通过各子系统模糊识别模型的合成,建立了整个金融机构系统模糊识别模型,借以达到各金融机构风险排序、化解金融隐患和保证国家经济安全的目的.

关键词: 隶属度矩阵, 贴近度, 系统风险, 模糊识别模型

Abstract: Through the synthesization of the fuzzy sequence models of the branch systems, the fuzzy sequence model in the risk sequences of the whole financial organizational system is established by means of combining the system with fuzzy analysis.

Key words: system risk, fuzzy optional model, approximate degree, membership matrix

中图分类号:

F830

王忠郴, 喻葵, 曾鸣. 模糊分析方法在金融机构风险排序中的应用[J]. 应用科学学报, 2004, 22(2): 255-257.

WANG Zhong-chen, YU Kui, ZENG Ming. The Application of Fuzzy Analysis Method in the Risk Sequences of Financial Organizations[J]. Journal of Applied Sciences, 2004, 22(2): 255-257.