【摘要】 贷款五级分类是当前商业银行改革的重大举措,文章利用马尔可夫链的方法,首先根据商业银行贷款五级分类标准进行状态划分;然后,利用马尔可夫链状态转移矩阵对商业银行逾期贷款进行分析与预测.使用马尔可夫链的方法可以对商业银行逾期贷款进行动态监控,对银行进行有效的逾期贷款管理具有一定的参考价值.更多还原

【Abstract】 The five-level quality loan classification is a significant measure of Chinese bank reform. By using Markov chain model, this paper marks off the states according to the five-level quality loan classification. Then, this paper uses Markov transition matrix to analyze and forecast the overdue loan. Markov chain model can supervise the bank’s overdue loans dynamicly, and help to manage the overdue loans effectively.更多还原