Neuro-fuzzy modeling of risk the functioning of the banking mechanism in the lending organizations

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Doklady Bashkirskogo Universiteta. 2016. Volume 1. No. 1. pp. 206-213.

Authors

Biryukov A. N.*
Bashkir state University, Sterlitamak branch
Russia, Republic Bashkortostan, 453103,Sterlitamak, PR. of Lenina ,49
Kasimova L. I.
Bashkir state University, Sterlitamak branch
Russia, Republic Bashkortostan, 453103,Sterlitamak, PR. of Lenina ,49

Abstract

This article discusses the issues and presents the results of research on the management of credit portfolio of the Bank with the use of neural network models that provide new opportunities to reduce risks at the stage of bankruptcy of organizations with different change dynamics of financial-economic condition of borrowers. Made proposals for a consolidated management of credit portfolio of the Bank. Conducted testing of the proposed ideas in computational experiments on real data of the construction companies of Russia.

Keywords

  • Bank
  • concepts
  • credit-worthiness of borrowers
  • neural network model
  • fuzzy model
  • loan portfolio
  • factor models of bankruptcy
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