Grey-fuzzy comprehensive evaluation of enterprise groups credit risk

Abstract:

Aimed at that the characteristics of enterprise groups such as the complexity and non-transparency of internal relations affect the accuracy of evaluation on conglomerate credit risk and the fuzziness of evaluation index of enterprise groups credit risk. Finally, Fuzzy theory and grey relational theory are introduced and Grey-fuzzy Comprehensive Evaluation Model on enterprise groups Credit Risk is built. The analysis indicates that the model is objective and applicable.

Subject Classification:

• MSC2010
• 90B99

Keywords:

• Enterprise Groups
• Fuzzy Interval Number
• Credit Risk
• Evaluation