Issue:IFS approach in credit risk assessment

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Title of paper: IFS approach in credit risk assessment
Author(s):
Dimiter Lakov
ICCS-BAS, Acad. G. Bonchev str. B1.2, Sofia 1113, Bulgaria
Published in: "Notes on IFS", Volume 3 (1997) Number 1, pages 35—40
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Abstract: IFS approach in credid risk assessment is proposed. The credit risk is treated as multicriteria task using a number of factors. The factors are presented as sub-normal IF singletons derived by two groups of experts: for and against. Then risk assessment is calculated using factor dependant min/max procedure. At last a pessimistic and optimistic decisions are recovered from their normal IF singletons.
Keywords: Credit risk assessment, sub-normal IFS, factor dependent min/max procedure
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