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A judgment-based risk assessment framework for consumer loans

2019Journal article Restricted access
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dc.contributor.authorFerreira, Fernando A. F.
dc.contributor.authorMeidutė-Kavaliauskienė, Ieva
dc.contributor.authorZavadskas, Edmundas K.
dc.contributor.authorJalali, Marjan S.
dc.contributor.authorCatarino, Sandra M. J.
dc.date.accessioned2020-06-16T10:52:44Z
dc.date.available2020-06-16T10:52:44Z
dc.date.issued2019
dc.description.abstractCredit to personal consumption is an important activity of the financial system and crucial to the socioeconomic development of a country. It is important, therefore, that the methods and techniques used to evaluate consumer credit risk be as efficient and informative as possible, in order to strengthen decisions to approve or reject credit and promote sustainable economic growth. This study aims to create a multiple criteria expert system which integrates cognitive maps and the measuring attractiveness by a categorical-based evaluation technique (MACBETH) to create a complementary framework for consumer credit risk assessment. The results show that this integrated approach allows the evaluation process of consumer credit risk to be more informed and transparent, providing value for the evaluation processes of this type of credit application as a result of the privileged contact established with a panel of credit analysts. Advantages, limitations, and managerial implications are also discussed.pt_PT
dc.description.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.citationFerreira, A. F., Meidutė-Kavaliauskienė, I. , Zavadskas, Jalali, M.S. & Catarino, S.M.J. (2019). A judgment-based risk assessment framework for consumer loans. International Journal of Information Technology & Decision Making, 18 (1) 7-33pt_PT
dc.identifier.doi10.1142/S021962201850044Xpt_PT
dc.identifier.issn0219-6220
dc.identifier.urihttp://hdl.handle.net/10400.15/2920
dc.language.isoengpt_PT
dc.peerreviewedyespt_PT
dc.publisherWorld Scientific Publishingpt_PT
dc.relation.publisherversionhttps://www.worldscientific.com/toc/ijitdm/18/01pt_PT
dc.subjectCredit to consumptionpt_PT
dc.subjectJudgment-based risk analysispt_PT
dc.subjectCognitive mapspt_PT
dc.subjectMCDApt_PT
dc.subjectMACBETHpt_PT
dc.titleA judgment-based risk assessment framework for consumer loanspt_PT
dc.typejournal article
dspace.entity.typePublication
oaire.citation.endPage33pt_PT
oaire.citation.issue1pt_PT
oaire.citation.startPage7pt_PT
oaire.citation.titleInternational Journal of Information Technology & Decision Makingpt_PT
oaire.citation.volume18pt_PT
person.familyNameFerreira
person.givenNameFernando
person.identifier.orcid0000-0001-5208-9084
person.identifier.scopus-author-id37115389700
rcaap.rightsclosedAccesspt_PT
rcaap.typearticlept_PT
relation.isAuthorOfPublication50406dd4-189d-4920-891f-2eeae2686b18
relation.isAuthorOfPublication.latestForDiscovery50406dd4-189d-4920-891f-2eeae2686b18

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