Credit Risk Assessment Model of Commercial Banks Based on Fuzzy Neural Network

Authors:
Ping Yao;Chong Wu;Minghui Yao
Affiliations:
Shool of Economics & Management, Heilongjiang Institute of Science and Technology, Harbin, China 150027;Shool of Management, Harbin Institute of Technology, Harbin, China 150001;Shool of Management, FuDan Uiverstiy, Shanghai, China 200433
Venue:
ISNN '09 Proceedings of the 6th International Symposium on Neural Networks on Advances in Neural Networks
Year:
2009

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Abstract

A commercial bank credit risk assessment model based on fuzzy neural network has been established using the credit assessment index system established for commercial banks. This network is a 6 layered structure with 4 factor inputs and one output measuring the credit risk of commercial banks. The fuzzy rule layer has the capability of making necessary adjustments in accordance with specific conditions of problems. The operation of this model is much better than the totally black-box operation of a neural system. A substantiation analysis has been made with 167 observations as sample data; training results indicate that the network prediction has less error.