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A fuzzy logic evaluation system for commercial loan analysis

Author

Listed:
  • Levy, J
  • Mallach, E
  • Duchessi, P

Abstract

This paper introduces an application of fuzzy logic to commercial loan analysis. It describes the fuzzy sets and linguistic variables that contribute to the financial evaluation. It also presents a computer-based Fuzzy Logic Evaluation System consisting of the components Specify Fuzzy Sets, Edit Rules, and Evaluator. The Evaluator performs fuzzification, evaluation, and defuzzification activities. Using company-specific and industry financial data, the current version of the system appraises a company's credit, capital, and capacity performance. A specific example for efficiency analysis illustrates the system constructs.

Suggested Citation

  • Levy, J & Mallach, E & Duchessi, P, 1991. "A fuzzy logic evaluation system for commercial loan analysis," Omega, Elsevier, vol. 19(6), pages 651-669.
    • Handle: RePEc:eee:jomega:v:19:y:1991:i:6:p:651-669
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    Citations

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    Cited by:

    1. Haider A. Khan, 2002. "Can Banks Learn to Be Rational?," CIRJE F-Series CIRJE-F-151, CIRJE, Faculty of Economics, University of Tokyo.
    2. Chen, Liang-Hsuan & Chiou, Tai-Wei, 1999. "A fuzzy credit-rating approach for commercial loans: a Taiwan case," Omega, Elsevier, vol. 27(4), pages 407-419, August.
    3. Carlo Alberto Magni & Stefano Malagoli & Andrea Marchioni & Giovanni Mastroleo, 2020. "Rating firms and sensitivity analysis," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 71(12), pages 1940-1958, December.

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