A BDI Agent System for Credit Risk Assessment based on Fuzzy Logic

S. Bonura, V. Morreale, G. Cammarata, F. Cantore, and R. Gallea (Italy)


Intelligent Agents, Fuzzy Logic, Credit Risk Assessment, Practical Reasoning.


Credit risk has always been an important issue for banks and other financial intermediaries. A reliable and consis tent computing system is necessary to simplify the decision making process in uncertain domains such as the assess ment of credit risk. In recent years fuzzy logic techniques have been in their wide-ranging use in modeling of uncertainties, vague ness, impreciseness and the human thought process. Therefore in this paper we present a fuzzy logic based intelligent system for the assessment of credit risk. It aims at efficiently and intelligently managing the process, han dling its complexity, and monitoring large amounts of dy namic information in a distributed way, by using a society of intelligent agents, each carrying out a different function autonomously. The system, developed through the PRAC TIONIST framework, helps users to perform both quanti tative and qualitative assessment of customers’ reliability.

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