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Cognitive Method of Analysis and Modeling of credit risk as Efficient Mode to Support Management Decision Making in Commercial Banks


Marina Chefranova, Yuriy Efimychev, Andrey Efimychev, Aleksandr Shipilov
(about the authors)

Chefranova Marina Aleksandrovna – Applicant, Chair of State and Municipal Law and Administration, Southern Federal University-Taganrog Institute of Technology

Efimychev Yuriy Ivanovich – Dr. of Econ. Sci., Professor, Lobachevsky State University of Nizhniy Novgorod

Efimychev Andrey Yuryevich – Cand. of Econ. Sci., Associate Professor, Lobachevsky State University of Nizhniy Novgorod

Shipilov Aleksandr Gennadyevich – Postgraduate Student, Lobachevsky State University of Nizhniy Novgorod

Published in:
Creative Economy
– № 11 / November, 2011



Keywords: cognitive approach, commercial bank, complex system, credit risk, modeling, risk management


Citation:
Marina Chefranova, Yuriy Efimychev, Andrey Efimychev, Aleksandr Shipilov (2011). Cognitive Method of Analysis and Modeling of credit risk as Efficient Mode to Support Management Decision Making in Commercial Banks. Creative Economy, 5(11), 45-50. — url: http://bgscience.ru/com/lib/738


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Abstract:

The main topic is research of credit risk in commercial banks as probability process and application of cognitive modeling methods to it. Work objective is development of credit risk management methods for securing of stable functioning of bank. The object of research is credit process in bank. The result of work is development of cognitive model of credit process which extends the possibilities to forecast credit risk.







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