scholarly journals An Optimal Decision Assessment Model Based on the Acceptable Maximum LGD of Commercial Banks and Its Application

2016 ◽  
Vol 2016 ◽  
pp. 1-9 ◽  
Author(s):  
Baofeng Shi ◽  
Bin Meng ◽  
Jing Wang
Keyword(s):  
Commercial Banks ◽  
Risk Evaluation ◽  
Credit Rating ◽  
Assessment Method ◽  
Assessment Model ◽  
Optimal Decision ◽  
Constraint Condition ◽  
Loss Given Default ◽  
Model Based ◽  
Rating Model

This paper introduces a novel decision assessment method which is suitable for customers’ credit risk evaluation and credit decision. First of all, the paper creates an optimal credit rating model, and it consisted of an objective function and two constraint conditions. The first constraint condition of the strictly increasing LGDs eliminates the unreasonable phenomenon that the higher the credit rating is, the higher the LGD (loss given default) is. Secondly, on the basis of the credit rating results, a credit decision-making assessment model based on measuring the acceptable maximum LGD of commercial banks is established. Thirdly, empirical results using the data on 2817 farmers’ microfinance of a Chinese commercial bank suggest that the proposed approach can accurately find out the good customers from all the loan applications. Moreover, our approach contributes to providing a reference for decision assessment of customers in other commercial banks in the world.

A stable credit rating model based on learning vector quantization

2011 ◽  
Vol 15 (2) ◽  
pp. 237-250 ◽  
Author(s):  
Ning Chen ◽  
Armando Vieira ◽  
Bernardete Ribeiro ◽  
João Duarte ◽  
João Neves
Keyword(s):  
Vector Quantization ◽  
Credit Rating ◽  
Learning Vector Quantization ◽  
Model Based ◽  
Rating Model

scholarly journals Risk Situation Assessment Model Based on Interdomain Interaction in Cloud Computing Environment

2020 ◽  
Vol 2020 ◽  
pp. 1-12
Author(s):  
Gaocai Wang ◽  
Ning Yu
Keyword(s):  
Cloud Computing ◽  
Risk Evaluation ◽  
Evaluation Method ◽  
Assessment Model ◽  
Security Requirements ◽  
Domain Interaction ◽  
Widespread Application ◽  
Model Based ◽  
Cross Domain ◽  
Risk Situation

With the widespread application of cloud computing sharing technology, the demand for cross-domain interaction is also increasing. However, due to the uncertainty of interaction behaviour and the difference of network service quality, the risk of cross-domain interaction cannot be accurately evaluated. Therefore, this paper proposes a risk situation evaluation model based on interdomain interactions. The model collects interactive credentials such as the frequency, credibility, and time-effectiveness of the user-submitted evaluations. At the same time, it collects the evaluation of quality of service provided by the network security domain. Then, we set up a risk evaluation equation based on the interaction credentials to implement the risk evaluation of cross-domain interaction behaviour. Finally, we apply MATLAB platform to simulate the evolution process of evaluation. The experimental results show that, compared with other models, the evaluation method proposed in this paper improves the accuracy of the evaluation results and meets the security requirements of multidomain interaction.

scholarly journals Safety Risk Assessment of a Pb-Zn Mine Based on Fuzzy-Grey Correlation Analysis

Electronics ◽  
2020 ◽  
Vol 9 (1) ◽  
pp. 130 ◽  
Author(s):  
Guofang Dong ◽  
Wei Wei ◽  
Xu Xia ◽  
Marcin Woźniak ◽  
Robertas Damaševičius
Keyword(s):  
Risk Assessment ◽  
Correlation Analysis ◽  
Risk Evaluation ◽  
Assessment Model ◽  
Mine Safety ◽  
Property A ◽  
Safety Risk ◽  
Grey Correlation ◽  
Model Based ◽  
Grey Correlation Analysis

Improving safety management and risk evaluation methods is important for the global mining industry, which is the backbone of the industrial development of our society. To prevent any accidental loss or harm to human life and property, a safety risk assessment method is needed to perform the continuous risk assessment of mines. Based on the requirements of mine safety evaluation, this paper proposes the Pb-Zn mine safety risk evaluation model based on the fuzzy-grey correlation analysis method. The model is compared with the risk assessment model based on the fuzzy TOPSIS method. Through the experiments, our results demonstrate that the proposed fuzzy-grey correlation model is more sensitive to risk and has less effect on the evaluation results under different scoring attitudes (cautious, rational, and relaxed).

scholarly journals Assessing Risks from Groundwater Exploitation and Utilization: Case Study of the Shanghai Megacity, China

Water ◽  
2019 ◽  
Vol 11 (9) ◽  
pp. 1775 ◽  
Author(s):  
Hui Zhang ◽  
Jingjie Yu ◽  
Chaoyang Du ◽  
Jun Xia ◽  
Xiaojun Wang
Keyword(s):  
Risk Evaluation ◽  
Evaluation Model ◽  
Eastern China ◽  
Assessment Method ◽  
Assessment Model ◽  
Groundwater Exploitation ◽  
Exploitation And Utilization ◽  
The Index System ◽  
Shanghai City

With rapid economic development, demand for water resources is continuously increasing, which has resulted in common overexploitation of groundwater, particularly in megacities. This overexploitation of groundwater over many years has brought a series of adverse problems, including groundwater level decline, land subsidence and hydrogeological issues. To quantitatively describe these risks, we propose a risk evaluation model for groundwater exploitation and utilization. By deducing and expanding on the cusp catastrophe type, this study breaks through the limitations on the catastrophe assessment method, e.g., the number of indicators, and establishes an improved catastrophe assessment model for groundwater exploitation and utilization risk. In addition, the index system of the risk evaluation is constructed including three criterion layers: groundwater system condition (B1), groundwater exploitation and utilization (B2) and groundwater environmental problems (B3) and is tested for the conditions in Shanghai City, eastern China. The evaluation results show that the comprehensive risk values for groundwater exploitation and utilization in all districts (counties) of Shanghai are between 0.68 and 0.85, which categorizes the city as in the moderate risk zone; therefore, the improved catastrophe model is suitable for assessing groundwater exploitation risk in Shanghai City and should be applicable more broadly for the effective protection and sustainable supply of groundwater.

An assessment model of monitoring risk in deep excavation based on fuzzy theory

2019 ◽  
Vol 29 (2) ◽  
pp. 221-229
Author(s):  
Lin Long ◽  
Zhida Li
Keyword(s):  
Risk Assessment ◽  
Risk Evaluation ◽  
Fuzzy Theory ◽  
Assessment Model ◽  
Engineering Practice ◽  
Risk Assessment Model ◽  
Evaluation Function ◽  
Deep Excavation ◽  
Evaluation Indexes ◽  
Model Based

In order to better evaluate the monitoring risk of deep excavation, an assessment model based on fuzzy theory was established by combining the uncertainty and membership degree of evaluation indexes with the fuzziness of experts’ comments. Firstly, considering the risk sources as evaluation indexes, the monitoring risk evaluation system for deep excavation was establish, and the risk evaluation function was constructed. Secondly, the risk assessment model based on fuzzy theory was put forward, analytic hierarchy process was used to determine the weight of evaluation indexes, and expert evaluation weight was introduced to correct the evaluation function. Finally, comprehensive risk grade in deep excavation was obtained and the risk decisions were put forward by calculating the value of modified evaluation function. Through the application of the monitoring risk assessment model in the deep excavation of World Trade Group, the results are in accordance with the engineering practice. The results suggest that the model based on fuzzy theory is efficient for evaluating the monitoring risks and can be used in the application of deep excavation evaluation. Meanwhile, the applicability and accuracy of the assessment model are verified.

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