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Future Risk Analysis for Bank Investments using PROMETHEE

Rakotoarivelo, Jean-Baptiste and Zaraté, Pascale and Kilgour, Marc Future Risk Analysis for Bank Investments using PROMETHEE. (2018) Estudios de Economia Applicada, 36 (1). 207-216. ISSN 1133-3197

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Official URL: https://ideas.repec.org/a/lrk/eeaart/36_1_14.html

Abstract

Professional management of financial activities requires a good understanding of the inherent future risks of those activities. Despite the use of complex models for this purpose, significant risks often remain under-appreciated. This article develops techniques that will assist banking institutions at understanding the risks involved in micro-finance and related operations. The analysis is carried out by identifying financial operations that are typical of banking on a smaller scale, such as investing and extending credit, and the types of risk inherent in these activities, which are then grouped into the categories of operational risk, financial risk, management risk, and external risk. Analysis is conducted using the PROMETHEE multi-criteria decision methodology. Based on our new approach to risk analysis, many institutions will improve the management of their financial operations, including micro-finance.

Item Type:Article
Additional Information:Future Challenges in Applied Economics - XXV Anniversary of the EEA http://www.revista-eea.net/
Audience (journal):International peer-reviewed journal
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:
Funders:
CIMI : Centre International de Mathématiques et d’Informatique (France)
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Deposited On:05 Nov 2019 13:39

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