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Title: A decision support system for bank credit evaluation under risk
Authors: Ding, W. 
Yeo, G.K. 
Keywords: Blackboard system
Credit evaluation
Decision support system
Model-based reasoning
Multi-criteria decision making
Issue Date: 1996
Citation: Ding, W.,Yeo, G.K. (1996). A decision support system for bank credit evaluation under risk. Asia-Pacific Journal of Operational Research 13 (2) : 149-169. ScholarBank@NUS Repository.
Abstract: The loan and credit function is the heart of banking, under the ever-changing market conditions. The lack of general loan review system in many banks and the lack of precise methods for measuring credit risk are two important reasons why an expert support system is necessary. This paper presents a decision support system with a model action table, a model base and a dynamic process system that triggers appropriate rules to select models to use upon different market signals. In the model base, we suggest models performing judgmental analysis to help a senior bank manager in loan processing that involves customer credit ability evaluation and risks appraisal. The proposed processing system simulates the dynamic decision process of an experienced human bank loan officer. With the dynamic processing using the current market information, every possible outcome and its risk analysis can be obtained.
Source Title: Asia-Pacific Journal of Operational Research
ISSN: 02175959
Appears in Collections:Staff Publications

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