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Neuro-fuzzy model of assessment of problems' degree of loans

O. Pritomanova, o Bilay

The authors have substantiated themethodological approach and have built a mathematicalmodel based on neuro-fuzzy technology for evaluation of problem loan.The proposed neuro- fuzzy model provides high adequacy for the relatively small sampling based on ex-pert linguistic assessments or which have inaccurate, incomplete or uncertain input data. The model based on neuro-fuzzy approach al-lows to create a decision support subsystem for managing problem credits to reduce the volume of bad debts in the loan portfolio.

Keywords. Bank, credit risk, problemloan, neuro-fuzzy model.

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