Based On The Gmdh Model And Principal Component Logistic Model Of Credit Risk Assessment Method Research

Credit risk in the financial markets is the most ancient kind of risk.lt is also one of the basic risk which the bank faces. The bank plays an important part in the field of finance of China. How to measure the commercial bank credit risk in an effective and scientific way is the most important problems.The GMDH method is adopted to establish the prediction model, which can describe the complex non-linear relationship among the various factors.To avoid the traditional method using the same set of data modeling and verification of generated testing high precision,we use GMDH model.Aimed at the credit risk of commercial banks, taking the listed companies’default rate as a measure, a model for credit risk evaluation was built combined with principal component analysis and Logistic model.We also use GMDH model to solve the promble. Results show that GMDH model can effective predicts credit risks of the listed company better than Logistic model.