Research on the influence of leverage ratio on the credit risk of commercial banks based on entropy weight method
Sumitomo Mitsui Banking Corporation (China), Shanghai, China
ABSTRACT: Entropy method refers to a method that is capable of effectively constructing comprehensive evaluation indexes. In accordance with this method, the evaluation of abstract transactions can be carried out in an objective and systematical way with the integration of the principle of information entropy and relevant indexes. The calculation of relevant indicators through entropy weight method excels in the measurement of credit risk. On the basis of theories of leverage ratio regulation and credit risk management of commercial ...
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