The Assessment Model of Credit Risk of Commercial Bank
基于神经网络、SVM和DS证据理论构建信用风险评估模型，用国内商业银行数据测试，相比BP和SVM模型评估效果更好，对完善信用风险评估体系和提升风险管理有参考价值。
The effective assessment of credit risk is very important for commercial banks.Based on neural network, SVM and DS evidence theory and the preponderance of integrative assessment of information fusion,the paper builds an assessment model of credit risk and tests it with the data of a domestic commercial bank.The results show that newly-developed model can obtain better assessment compared with BP model and SVM model. This empirical result has important implication for the enriching credit risk assessment system and enhancing risk management.