Abstract: The problem of credit risk evaluation is considered in this paper. The classical method of credit risks evaluation based on borrowers credit rating determination is presented. A novel method of credits rating determination based on fuzzy logic systems is suggested {Mamdani algorithm )/Fuzzy rules for credit rating determination and general class of borrowers are formulated. The applications of the suggested method fuzzy logic for practical problems of credit risk evaluation are presented and discussed in this paper.

Keywords: credit risk evaluation, credit rating, fuzzy logic, credit management

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ОЦЕНКА КРЕДИТНЫХ БАНКОВСКИХ РИСКОВ С ИСПОЛЬЗОВАНИЕМ НЕЧЕТКОЙ ЛОГИКИ

Юрий Зайченко

http://foibg.com/ibs_isc/ibs-13/ibs-13-p26.pdf