PL EN


2010 | 2 (46) | 169-182
Article title

THE USE OF FUZZY LOGIC IN ESTIMATING THE RISK OF GRANTING OF A RENEWABLE CREDIT LIMIT (Zastosowanie logiki rozmytej do oceny ryzyka przyznania limitu odnawialnego)

Authors
Title variants
Languages of publication
PL
Abstracts
EN
In his article the author presents the model of risk assessment concerning granting of a renewable credit limit. For this purpose the notions of fuzzy set theory and fuzzy logic have been utilized. The presented model is based on two linguistic input variables being risk factors, and one linguistic variable describing the risk itself. Based on expert knowledge and assumptions concerning the credit policy of the bank, the analyst assigned relevant fuzzy sets to each variable and determined their limits. Having obtained in this way risk factors, one can construct the fuzzy rules base. In order to determine the fuzzy value describing the risk, defuzzyfication is used by means of the centre of gravity method. The final part of the paper presents a proposal to generalize the model utilizing a bigger number of risk factors and it indicates further possible research trends.
Year
Issue
Pages
169-182
Physical description
Document type
ARTICLE
Contributors
author
  • Pawel Konopka, PhD student, Wydzial Ekonomii i Zarzadzania, Uniwersytet w Bialymstoku, Bialystok, Poland
References
Document Type
Publication order reference
Identifiers
CEJSH db identifier
11PLAAAA093525
YADDA identifier
bwmeta1.element.a84936df-edee-3002-a109-2149809a9925
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