System engineering of business-models, methods and software for the analysis of credit status of legal persons of Ukraine in conditions of uncertainty
The method of system engineering of business-models of organizational systems from the financial-investment activity, based on methodology of the system analysis and system engineering which, unlike available methods, considers features of organizational system due to use of business-structure (formalizes essence of organizational system), ontology (formalizes a sphere of activity of organizational system) and process of business-modelling (regulates creation of business-models) is developed.
New models and methods of analysis of financial conditions of the enterprises and the organizations (legal persons) and estimation of their credit status in conditions of essential incompleteness and uncertainty of the information are developed. New models and methods of analysis of credit status of legal persons, unlike classical methods, are based on use of linguistic variables and fuzzy neural networks.
The complex of programs which realize the offered methods and algorithms are created. Using of the developed models, methods and software allows to analyze more precisely credit status of legal persons - borrowers of credits, and to solve questions concerning granting credits to borrowers in conditions of incomplete and a unreliable information and to lower credit risks of banks.
Results of researches are introduced in educational process at teaching new section “Analysis and forecasting of credit status of legal and physical persons in conditions of uncertainty”.
Results of researches have been used as scientifically-methodical materials for an estimation of a financial conditions and the analysis of credit status of the enterprises and corporations in conditions of economy of Ukraine and also at realization of the project “Potential Credit Exposure ” of Swiss bank UBS AG.