Pavlodar, 2021
Author
References
Content
Introduction
1. Theoretical aspects of risk
1.1 Underlying assumptions
1.2 Risk classification
1.3 Analysis of existing methods for determining the level of credit risk
1.4 Chapter conclusions
2. The use of intelligent credit risk assessment methods
2.1 Artificial neural networks
2.2 Theory of fuzzy logic
2.3 Methods of risk assessment based on artificial neural networks
2.4 The use of fuzzy logic in risk management issues
2.4 Chapter conclusions
3. Development of a credit risk assessment model based on fuzzy logic
3.1 Defining criteria for determining a borrower's credit rating
3.2 Development of a model architecture for credit risk assessment
3.3 Development of a credit risk assessment model
3.4 Testing the developed model
3.5 Chapter conclusions
Conclusion
Apendix A Symbols and abbreviations