Model For Evaluation And Implementation Of Data Warehouse-based Bank Risk

Bank risk assessment has been a research hot, usually used indicator system-level to evaluation. Although such evaluation system has been fully developed, it is difficult for both commercial bank and organizations of supervision to find out the weight of indicator scientifically. And it is also a problem on how to evaluate the risk exactly and achieve it flexibly.Therefore, using the international and domestic risk management experience for reference, the paper builds a risk assessment model in which the bank's organs are the objects of risk assessment. The model builds a risk assessment indicator system, determines weight of indicator, used "relative risk index" as criteria, and realizes the multidimensional risk analysis and comprehensive evaluation with the data warehouse technology.The method to find out the weight is the Delphi and analytic hierarchy process. It is different from judgment based on personal experience, so it is a more comprehensive, systematic, and objective way.The "relative risk index", a new evaluation method, can outperform the current epidemic of "absolute risk index", but it's not mature yet and there's much room to perfect it. This article makes some improvements for "relative risk index ", and uses the weighted variables principal component analysis method to calculate, and obtains better results.Furthermore, the use of data warehouse technology brings the banks...