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Application of the SAW Method in Credit Risk Assessment

In: Contemporary Trends and Challenges in Finance

Author

Listed:
  • Aleksandra Wójcicka-Wójtowicz

    (Poznań University of Economics and Business)

  • Anna Łyczkowska-Hanćkowiak

    (WSB in Poznań)

  • Krzysztof Piasecki

    (Poznań University of Economics and Business)

Abstract

Credit risk assessment usually is a complex process, which consists of many successive steps and numerous criteria. Selection of good customers and rejection of potentially bad ones is vital as it directly and significantly affects the quality of bank’s credit portfolio. Also, ordering the decision alternatives is an important part of the whole decision-making analysis which takes place before making a final decision. The importance and complexity of the problem on one hand call for strictly analytical methods, however, on the other, also for a method which enables intuitive decision-making, imprecision and inaccurate linguistic ranks based on experts’ personal experience. The paper presents the utility of Simple Additive Weighting method in case of a credit risk assessment. The presented illustrative example bases on experts’ knowledge and their perception and evaluation of various linguistic, frequently imprecise criteria. Therefore, the order scale is described by trapezoidal oriented fuzzy numbers.

Suggested Citation

  • Aleksandra Wójcicka-Wójtowicz & Anna Łyczkowska-Hanćkowiak & Krzysztof Piasecki, 2020. "Application of the SAW Method in Credit Risk Assessment," Springer Proceedings in Business and Economics, in: Krzysztof Jajuga & Hermann Locarek-Junge & Lucjan T. Orlowski & Karsten Staehr (ed.), Contemporary Trends and Challenges in Finance, pages 189-205, Springer.
    • Handle: RePEc:spr:prbchp:978-3-030-43078-8_16
    DOI: 10.1007/978-3-030-43078-8_16
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    Cited by:

    1. Krzysztof Piasecki & Anna Łyczkowska-Hanćkowiak, 2021. "Oriented Fuzzy Numbers vs. Fuzzy Numbers," Mathematics, MDPI, vol. 9(5), pages 1-27, March.
    2. Aleksandra Wójcicka-Wójtowicz & Krzysztof Piasecki, 2021. "Application of the Oriented Fuzzy Numbers in Credit Risk Assessment," Mathematics, MDPI, vol. 9(5), pages 1-13, March.

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