中文摘要：

企业集团的信用风险常常集中于集团控股公司，集团控股公司的信用风险又受其子公司信用风险的影响。因此，评估集团控股公司的信用风险是银行防范集团客户违约的重要措施。本文用故障树分析法（FAT）分析企业集团内母子公司之间的信用风险传递，刻画企业集团内母子公司之间的违约传染过程，并在FTA中引入模糊逻辑门（T—S门），构造多层T—S门的集团控股公司违约故障树。通过输入底事件发生的概率（企业集团内关联子公司的违约概率），由多层T—S门，输出集团控股公司的违约概率。多层T—S门的FTA提供了一种基于面向对象、客观的企业集团控股公司信用风险分析方法。

英文摘要：

The credit risk of an enterprise group often converges at the holding company of an enterprise group, and the credit risk of the holding company is usually affected by its subsidiary companies. Evaluating the credit risk of an enterprise group＇s holding company is an important method to prevent the default of an enterprise group. This paper uses fault tree analysis to evaluate the credit risk of parent and subsidiary company in an enterprise group, and discuss the process of default contagion. In fault tree analysis, we use fuzzy logic to construct multi-hierarchy fault tree analysis. Through inputting the probability of bottom event, through multi-hierarchy T-S fuzzy model, the output of the probability of top event is produced. It turns out that this method is an objected-oriented, objective method for evaluating the credit risk of holding company in an enterprise group.