期刊名称：International Journal of Economics and Finance
印刷版ISSN：1916-971X
电子版ISSN：1916-9728
出版年度：2016
卷号：8
期号：9
页码：69
DOI：10.5539/ijef.v8n9p69
出版社：Canadian Center of Science and Education
摘要：With the diversified developments of the financial market, commercial banks are confronted with various risks, among which the credit risk is the core, and thus the assessment of enterprises’ credit risks is especially important in the credit process of the commercial banks. Based on the relevant researches about commercial banks’ credit risk management, the paper carries out a deep analysis on the factors that may affect the credit risk assessment and then establishes a relatively comprehensive credit risk assessment system. In this paper, we apply our risk assessment model, which is established on the basis of GRNN neural network model, to make an empirical analysis with the selected sample data. And the results suggest that the hit rates of identifying high quality enterprises and low quality enterprises are 92.16 percent and 93.75 percent, respectively, indicating that the model has realized a good prediction.
