BUSINESS INFORM №4-2014

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Section: Finance, Money Circulation and Credit
UDC 519.865.7
Kravchuk V. I.
Place of Technology of Neuro-Fuzzy Modelling in the Bank Risk Management System (p. 405 - 409)
The goal of the article is justification of application of technologies of neuro-fuzzy modelling (NFM) for assessing credit risks of banks. The article reveals advantages of the NFM technology: formalisation of expert knowledge in the form of logical “if-then” constructions, possibility of processing both quantitative and qualitative indicators, and adaptation of the neuro-fuzzy model to variable conditions of the modelled environment. The article studies and analyses a possibility of regulation of factors of credit risks with the help of the NFM technology and offers an approach to classification of credit risks with respect to influence of NFM upon the level of risks.
Keywords: neuronet technologies, fuzzy logic, neuro-fuzzy modelling, credit risk, credit policy, risk management, credit risk regulation
Fig.: 3. Tabl.: 1. Bibl.: 8.

Kravchuk Vitalii I. – Postgraduate Student, Department of Economic Cybernetics, University of Banking (1 Andrіivska Str., Kyiv, 04070, Ukraine)
Email: [email protected]

Article is written in Ukrainian
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Reference to this article:
Kravchuk, Vitalii I. (2014) “Place of Technology of Neuro-Fuzzy Modelling in the Bank Risk Management System.” Business Inform 4:405–409.

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