CAJ | 학술논문

提出了一种高违约率下融资租赁信用风险的评价方法，基于专家群体对评价指标赋值类型的不同引入多属性决策的指标权重确定方法。以我国工程机械行业融资租赁信用风险评价为例，分析了我国工程机械行业融资租赁信用风险的特征，构建了以定量的财务指标与定性的非财务指标相结合的信用风险评价指标体系，进而运用上述方法确定了各级指标的权重，阐述了该评价方法的合理性。
제출료일충고위약솔하융자조임신용풍험적평개방법，기우전가군체대평개지표부치류형적불동인입다속성결책적지표권중학정방법。이아국공정궤계행업융자조임신용풍험평개위례，분석료아국공정궤계행업융자조임신용풍험적특정，구건료이정량적재무지표여정성적비재무지표상결합적신용풍험평개지표체계，진이운용상술방법학정료각급지표적권중，천술료해평개방법적합이성。
In considering high default rate in financial leasing, a multi-attribute credit risk evaluation method is presented in this paper. This study is conducted with financial leasing for the construction ma- chinery industry as a case. By analyzing the credit risk for this industry, an index system is developed, which contains both the financial indexes and non-financial indexes. Then, the risk evaluation is based on the experts＇ scores on the given index set. With subjective preference of experts considered, a new method for multi-attribute group decision-making is proposed to determine the attribute weights. Numerical results show that the feasibility and effectiveness of the proposed approach.