The Research On Evaluation Of Credit Risk Based On Fuzzy Analytical Hierarchy Process

In our country, credit risk is the major risk to commercial bank, and it plays an important role in the stability and healthy controlling of the whole national economy. But recently our country's commercial bank credit risk evaluation system has many problems, and it doesn't adapt to the development of our economy. Especially after the entry of the WTO, our commercial banks face more rigorous challenge. Therefore, to our commercial bank, how to establish the credit risk evaluation system and improve the competitive ability is the utmost urgency.Credit risk evaluation theory research is benefit to commercial bank estimate the company credit risk. It is benefit to capital market to configure resource in reason, and it makes for the whole economical society to set up the favorable credit circumstance, in the end results in economy develop healthily and persistently.This paper firstly expounds the significant and frame of the passage. Then the paper introduces theoretic knowledge of commercial bank credit risk and the actual condition of credit risk in china. Then this paper expounds academic methods for the evaluation of credit risk and demonstration research in china. This paper proposes multiple internal credit risk rating system which refers to commercial bank credit risk. The multiple internal credit risk rating system and multiple factors that affect rating objects are collected and classified. Fussy integrated evaluation methodology is used to evaluate each risky factors which the proportion of each index can be calculated by fussy clustering method. This method not only preserves advantages of experts'experience, but also eliminates the abnormal situations. Finally, the evaluation system of credit rating designed in this paper is testified by the real data and openly information of a enterprise. The result shows that the model could be effective used for credit ratings of the enterprise,and it testifies the designed credit risk rating system assess the company credit condition roundly, what's more, credit risk evaluation model based on Fuzzy Analytical Hierarchy Process really makes effect.