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| New Basel Capital Accord-Faced Credit Assessment Using Neural Networks with Self-Optimization |
| ZOU Peng, YE Qiang, LI Yi-Jun |
| Harbin Institute of Technology; Harbin; China |
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Abstract The needs of the data for credit assessment has been specified in New Basel Capital Accord, but the data used in Chinese banks cannot meet these needs. According to the present conditions in our banks, practicable methods are studied in the limit of New Basel Capital Accord. A self-optimization neural networks method which could adapt data changing by time and self-optimize assessment model was proposed. The test using real credit data proved that the method has higher veracity than common neural networks.
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Received: 29 November 2004
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