关键词: 五级分类 信贷管理 数学模型

  Abstract: In order to strengthen the management of credit asset, to improve the supervise of the central bank, to safeguard the function of the finance system, the government of China and all levels of finance supervising institutions are keeping working hard to establish and take a good many of effective measures. Under the authorize of State Department, the People’s Bank of China implemented the 5 loan risks classification over all the banks in the country and issued <The rudder of loan risk classification> in 1997. This is an important transform of the country’s credit management system and it is significant the study of loan risk control management, not only on the aspect of theory but also on the aspect of the management of the commercial banks of China. 
    In the first part, the article introduces the basic concept and the fundamental of the loan risk classification, after the compare to the lately “yiyuliangdai” risk classification and the and the compare to the risk classification under international rules (American model, Oceania model, European model), the article also discusses the real meaning of the 5 loan risks classification’s implement.
    Since we have just implemented therisk classification, although the rudder had been issued the PBOC, the necessary instruments for commercial banks to work with are still lack, the enhance of the difficulty of the classification is subsequent. The author tries to use the integrate analyze mathematic of fuzzy mathematics for the risk classification. In the second part, the author introduces the basic idea, specification of the fuzzy mathematic and the key theory of the integrate analyze mathematic. In the third part, a case study of 6 loans of a Shanghai’s bank in the way of the integrate analyze mathematic is introduced. 

   Keyword： Five level series, Credit regulation, Mathematics model