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Fuzzy-Neuro Model for Intelligent Credit Risk Management
Fuzzy Logic Neural Networks Fuzzy-Neuro Model Credit Risk Management
2013/1/28
This paper presents hybrid fuzzy logic and neural network algorithm to solve credit risk management problem. Credit risk is the risk of loss due to a debtor’s non-payment of a loan or other line of cr...
Our model shows that deterioration in debt market liquidity leads to an increase
in not only the liquidity premium of corporate bonds but also credit risk. The latter
effect originates from fi...