Research On Key Influencing Factors Of Credit Asset Securitization Based On Rough Set Theory

With the increasing downward economic pressure and stricter financial supervision,the profit of commercial banks has slowed down,and the stock assets need to be revitalized urgently.As one of the important financial innovation tools,the development of credit asset securitization is unsatisfactory.Undoubtedly,the systematic analysis of key influencing factors is crucial to the development of banking industry.At present,the information system contains incomplete knowledge and is flooded with a large amount of interval data,which brings difficulties for banks to construct a comprehensive and applicable influencing factor index system.By virtue of the advantages of rough sets in dealing with incomplete interval-valued information systems,the influencing factors of credit asset securitization is discussed,which is a based on multi-attribute perspective,provides a basis for market decision-making,and maintains the steady progress of credit asset securitization business process.Firstly,considering the domestic macroeconomic development,the index system of key influencing factors of commercial bank credit asset securitization is conducted based on three dimensions from asset analysis,operation management and capital adequacy.Combined with the actual development of China's securitization market,the representative indicators at different levels are selected for detailed description.Secondly,considering the characteristics of commercial banks' indicators,a multi-granularity decision-making rough model based on probability tolerance relation is proposed,which can deal with the uncertain and multi-source distribution.In addition,a new attribute reduction algorithm is given.The research process of influencing factors of credit asset securitization based on improved rough sets is expounded.Finally,by selecting fifteen commercial banks randomly,the research on influencing factors has conducted.Some key influencing factors and decision rules can be obtained.The result shows that the improved rough set model has good flexibility which provides strong guidance in different economic environments,and promotes commercial banks to serve the economy.