A Hybrid Method for Credit Risk Assessment of Bank Customers

Sanaz Pourdarab, Ahmad Nadali, Hamid Eslami Nosratabadi
2011 International Journal of Trade, Economics and Finance  
Credit risk assessment is one of the crucial issues which financial institutions particularly banks are faced and determining the effective variables is one of the critical parts in this type of studies. The purpose of this research is to present a hybrid method for evaluating credit risk of bank customers. Here, after extracting significant financial ratios from balance sheet, Kolmogorove-Smirnov test has been used to specify kind of financial ratios distribution. Then, T test has been run to
more » ... elect meaningful variables and DEMATEL method to determine effective ones. Finally, a Fuzzy Expert system has been developed to assess credit risk according to specified effective financial ratios as the system inputs. The presented steps have been studied in an Iranian Bank as empirical study.
doi:10.7763/ijtef.2011.v2.90 fatcat:qz4nx3bk5bdjpn766zjunl6yzy