[PDF][PDF] Decision-making regarding the granting of facilities to sepah bank loan applicants based on credit risk factors considering hesitant fuzzy sets

M Mehrabi, A Sorourkhah… - Financial and banking …, 2023 - journal-fbs.com
Financial and banking strategic studies, 2023journal-fbs.com
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 …
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 decisionmaking one that is done intuitively, and so far, no research has been done to provide a prioritization algorithm in this field.
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