P.I. Bidyuk, V.H. Huskova
Èlektron. model. 2018, 41(2):111-120
The focus of the paper is on approach of minimization of solvency risk. The risks for borrowers ofThe focus of the paper is on approach of minimization of solvency risk. The risks for borrowers ofthe banking system and other financial companies that provide loans to their customers have beeninvestigated. Client creditworthiness was assessed using logistic regression methods based onfuzzy logic, neural network with back propagation of error and decision trees. The results of theassessment of the creditworthiness of borrowers are presented, and the analysis of the assessmentof the condition of clients is carried out.
risks, fuzzy logic, logistic regression, neural network, decision trees, state analysis.
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