The use of the artificial intelligence techniques in evaluating the credit risk in the commercial banks: the artificial neural networks model
Joint Authors
Umari, Aishah
Baba Ahmad, Abd al-Majid
Source
Journal of Economics and Management
Issue
Vol. 6, Issue 2 (31 Dec. 2022), pp.1-22, 22 p.
Publisher
University of Ahmed Draia Faculty of Economics Management and Commercial Sciences
Publication Date
2023-06-30
Country of Publication
Algeria
No. of Pages
22
Main Subjects
Topics
- Artificial intelligence
- Risk management
- Algeria
- Adrar
- Credit risk
- Commercial banks
- Neural networks(Computer science)
- Bank of Agriculture and Rural Development
Abstract AR
تهدف هذه الدراسة إلى إمكانية تطبيق نموذج الشبكات العصبية الاصطناعية لتقييم خطر القروض في البنوك التجارية عامة من خلال تطبيقيها على بيانات المتحصل عليها من بنك الفلاحة والتنمية الريفية لولاية أدرار، بالاعتماد على عينة مكونة من 172 مؤسسة (سليمة-عاجزة) حصلت على قرض أو أكثر من البنك، حيث تم سحبها بطريقة عشوائية من مجتمع يشمل 933 مؤسسة.
وبعد تطبيق نموذج الشبكات العصبية توصلت الدراسة إلى وجود علاقة موجبة بين بين نموذج الشبكة العصبية الاصطناعية وبين تقييم القروض، حيث حققت نسبة التصنيف الصحيحة للنموذج 97.71%، كما أوصت الدراسة بضرورة إدراج تقنية الشبكات العصبية الاصطناعية في البنوك باعتبارها من الأساليب الحديثة والتي توفر الجهد والمال وتعطي نتائج دقيقة من خلال القيام باختبار النموذج.
Abstract EN
The goal of this paper is to study the possibility of applying the model of artificial neural networks Ann in assessing the credit risk in the commercial banks in general.
therefore, we applied Ann on the data obtained from the agriculture and rural development bank Badr of Adrar.
the study has been conducted on 172 companies (healthy companies and in deficit companies) that got one or more credits from the bank.
the sample companies had been chosen at random from a population that included 933 companies.
after the application of Ann, we found out a positive relation between Ann and the credit evaluation.
the correct classification rate of the model reached 97.71%.
finally, we recommend, the integration of Ann in banks because it is one of the modern tools that save time and effort and give exact data.
American Psychological Association (APA)
Umari, Aishah& Baba Ahmad, Abd al-Majid. 2023. The use of the artificial intelligence techniques in evaluating the credit risk in the commercial banks: the artificial neural networks model. Journal of Economics and Management،Vol. 6, no. 2, pp.1-22.
https://search.emarefa.net/detail/BIM-1446630
Modern Language Association (MLA)
Umari, Aishah& Baba Ahmad, Abd al-Majid. The use of the artificial intelligence techniques in evaluating the credit risk in the commercial banks: the artificial neural networks model. Journal of Economics and Management Vol. 6, no. 2 (Dec. 2022), pp.1-22.
https://search.emarefa.net/detail/BIM-1446630
American Medical Association (AMA)
Umari, Aishah& Baba Ahmad, Abd al-Majid. The use of the artificial intelligence techniques in evaluating the credit risk in the commercial banks: the artificial neural networks model. Journal of Economics and Management. 2023. Vol. 6, no. 2, pp.1-22.
https://search.emarefa.net/detail/BIM-1446630
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references: p. 22
Record ID
BIM-1446630