A Fuzzy MLMCDM Model for the Evaluation of Corporate Loans in Bolivia

碩士 === 南台科技大學 === 企業管理系 === 96 === This study introduces a fuzzy multiple-criteria multiple-level decision-making model (MLMCDM) for the evaluation of commercial loans in Bolivia. The model considers qualitative and quantitative criteria and their importance in the determination of the payback capac...

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Bibliographic Details
Main Authors: Antonio Manuel Velasquez Herrera, 安東尼
Other Authors: Ta-chung Chu
Format: Others
Language:en_US
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/22058450104007937479
Description
Summary:碩士 === 南台科技大學 === 企業管理系 === 96 === This study introduces a fuzzy multiple-criteria multiple-level decision-making model (MLMCDM) for the evaluation of commercial loans in Bolivia. The model considers qualitative and quantitative criteria and their importance in the determination of the payback capacity of a firm. The proposed model deals with a hierarchical structure of criteria and avoids the problem of the multiplication of three or more fuzzy numbers applying the center of area (COA) ranking method. The feasibility of the model is demonstrated through a numerical example and the final evaluation values are obtained, moreover a Monte Carlo simulation is conducted in order to gain more insight about the model and as a result eight risk buckets are defined. The final evaluation values are finally classified into one of the eight buckets and compared to assessments conducted by independent organizations in order to demonstrate the consistency of the model.