مديريت ريسك اعتباري به به كارگيري مدل هاي تصميم گيري

Credit Risk Management: Applying Decision Making Models

One of the most important risk management methods applied in many corporations and banks, is Multi Criteria Decision Making (MCDM). In this method, systematic approach in gathering information and evaluating them is used. In this article, we try to describe how to make an efficient and effective decision about credit of the bank customers. As it is known, credit scoring effects credit risk management. Nowadays, all of the banks in the world use these methods. In the past, AHP model for credit scoring was used more, but these days it has been criticized by many scientists, Due to these problems, this method is not applicable. The main idea of using decision making models in this article is to make a right decision about customersʹ credit status. The reason for using appropriate models in allocating and distributing banks credit for customers who are credible is very important. As a result, for managing risk, we can use this model to allocate bank resources so efficiently and effectively. As the consequence of applying one of the models of Multi Criteria Decision Making (MCDM) in this article, three listed companies were ranked.