نوع مقاله : مقاله پژوهشی

نویسندگان

1 گروه مدیریت، موسسه آموزش عالی آیندگان، تنکابن، ایران.

2 گروه ریاضی کاربردی، موسسه آموزش عالی آیندگان، تنکابن، ایران.

چکیده

تسهیلات بانکی در واقع همان خروجی‌های اصلی بانک است که از طریق آن نقدینگی جامعه که به‌صورت سرگردان در سطح جامعه قرار گرفته، به مبادی تعریف‌شده و هدفمند اقتصادی تزریق می‌‌شود. در این راستا، یکی از عمده‌ترین مسایلی که تصمیم‌گیرندگان در بانک‌ها با آن مواجه هستند اولویت‌بندی متقاضیان دریافت وام است. از این رو، این پژوهش با هدف شناسایی عوامل موثر و تدوین مدلی برای سنجش ریسک اعتباری مشتریان و تعیین یک الگوریتم مناسب برای اولویت‌بندی متقاضیان در بانک‌ها به‌صورت موردی در بانک سپه انجام شد. در این پژوهش، قضاوت‌های شهودی و نادقیق کارشناسان به‌صورت داده‌های فازی مردد درنظر گرفته شد و یک الگوریتم ساده مبتنی بر فاصله پیشنهاد شد. خروجی الگوریتم پیشنهادی یک رتبه‌بندی دقیق از متقاضیان دریافت تسهیلات بانکی است. مساله مطرح‌شده در این پژوهش یک مساله تصمیم‌گیری است که همواره به‌صورت شهودی انجام می‌شود و تا کنون پژوهشی به ارایه الگوریتم اولویت‌بندی در این زمینه نپرداخته است.

کلیدواژه‌ها

عنوان مقاله [English]

Decision-Making Regarding the Granting of Facilities to Sepah Bank Loan Applicants based on Credit Risk Factors Considering Hesitant Fuzzy Sets

نویسندگان [English]

  • Masih Mehrabi 1
  • Ali Sorourkhah 1
  • Seyyed Ahmad Edalatpanah 2

1 Department of Management, Ayandegan Institute of Higher Education, Tonekabon, Iran.

2 Department of Applied Mathematics, Ayandagn Institute of Higher Education, Tonkabon, Iran.

چکیده [English]

Bank facilities are the main outputs of the bank, through which the society's liquidity, which is placed in a wandering way at the level of the society, is injected into defined and targeted economic sources. In this regard, one of the major problems faced by decision-makers in banks is prioritizing loan applicants. Therefore, this research was conducted to identify the effective factors in developing a model for measuring customers' credit risk and determining a suitable algorithm for prioritizing bank applicants on a case study in Sepeh Bank. In this research, experts' intuitive and imprecise judgments were considered hesitant fuzzy data, and a simple distance-based algorithm was proposed. The output of the proposed algorithm is a detailed ranking of applicants for bank loans. The presented problem in this research is a decision-making one that is done intuitively, and so far, no research has been done to provide a prioritization algorithm in this field.

کلیدواژه‌ها [English]

  • Decision-Making
  • Hesitant Fuzzy Sets
  • Bank
  • Credit Risk
  • Facility
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