Ανάπτυξη πολυκριτηριακού μοντέλου για αυτόματη έγκριση - απόρριψη δανειακών αιτήσεων στον τραπεζικό τομέα
Development of a multicriteria model for the automatic approval – rejection of loan applications in the banking sector
The process of customer screening and risk evaluation in loan origination, is one of the most important business processes for today’s financial institutions. This process demands the evaluation of loan applications, based on multiple criteria for which there are predefined thresholds for approving or rejecting the loan application. This process also demands the manual evaluation of loan applications whose criteria values are very close to the predefined thresholds (Grey zone). In such cases, the analysts decide for the approval or the rejection of the application based on subjective and non-predefined weights among the criteria. In this current work a multiple criteria linear programming model is developed with UTADIS (UTilités Additives DIScriminantes) method, that simulates the overall preferential model and the evaluation of the loan applications in the “Grey zone”. This is achieved through a set of loan applications with known values in the criteria and final decision, depicting the subjective evaluation of each criterion by the decision makers.