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Risk analysis for bank investments using PROMETHEE

Rakotoarivelo, Jean-Baptiste and Zaraté, Pascale and Kilgour, Marc and Velo, Jérôme Risk analysis for bank investments using PROMETHEE. (2016) In: 2nd International Conference on Decision Support Systems TechnologY (ICDSST 2016) EWG-DSS - EURO Working Group on Decision Support Systems, 23 May 2016 - 25 May 2016 (Plymouth, United Kingdom).

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This article aims at analyzing financial investments from a risk point of view. The analysis is carried out by specifying, first, several financial operations typical of banking on a smaller scale, such as investing and extending credit and, second, several types of risk inherent in these activities. The risks are grouped into four criteria, operational risk, financial risk, management risk and external risk. The analysis is conducted using the PROMETHEE multi-criteria decision methodology. Professionals in risk management are trying to better appreciate the complexity of the financial activities under study, and have used complex models to do so, but nonetheless many risks are still not well understood. This article contributes to the risk analysis, delivering results that will help many financial institutions to improve the management of their financial operations, including micro-finance.

Item Type:Conference or Workshop Item (Paper)
HAL Id:hal-01517392
Audience (conference):International conference proceedings
Uncontrolled Keywords:
Institution:French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE)
Université de Toulouse > Institut National Polytechnique de Toulouse - Toulouse INP (FRANCE)
Université de Toulouse > Université Toulouse III - Paul Sabatier - UT3 (FRANCE)
Université de Toulouse > Université Toulouse - Jean Jaurès - UT2J (FRANCE)
Université de Toulouse > Université Toulouse 1 Capitole - UT1 (FRANCE)
Other partners > Université de Toamasina (MADAGASCAR)
Other partners > Wilfrid Laurier University (CANADA)
Laboratory name:
Deposited On:21 Apr 2017 13:35

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