COGNITIVE MODELING OF RISK MANAGEMENT PROCESSES POS-LOANING
N.A. Shchukina, G.I. Goremykina
The purpose of this study is to consider the possibility of applying modern intellectual methods and decision-making technologies to manage complex semi-structured systems. The research methodology is based on the use of a fuzzy cognitive approach, cause-effect relationships analysis, dynamic modeling, stability analysis of the system under consideration, and scenarios analysis. The study proposes a fuzzy cognitive approach to modeling the risk management system of POS-loaning processes in a commercial Bank. The modeling system is represented as a fuzzy oriented weighted multigraph with a pulse effect transmitted through it. The modeling process is implemented in the form of the following stages: goal definition; fuzzy cognitive map construction; impulse processes for dynamic modeling; the situation scenarios analysis and the choice of the best. The developed management system model serves as the basis for the trends analysis in the development of various situations in the POS-loaning segment. It allows to predict and simulate the behavior strategies in response to external stimuli, and to determine the governance trajectory that reduce internal risks processes POS-loaning commercial Bank. Fuzzy cognitive approach is an effective tool to support decision-making in the activities a commercial Bank risk management and can be used to model and analyze the functioning and other poorly structured socio-economic systems.
Keywords: :fuzzy cognitive modeling, fuzzy oriented weighted graph, POS-loaning, risk management system, scenario approach