The purpose of this study is to consider the possibility of applying modern intellectual
methods and decision-making technologies to manage complex semi-structured systems. The
research methodology is based on the use of a fuzzy cognitive approach, cause-effect
relationships analysis, dynamic modeling, stability analysis of the system under consideration,
and scenarios analysis. The study proposes a fuzzy cognitive approach to modeling the risk
management system of POS-loaning processes in a commercial Bank. The modeling system is
represented as a fuzzy oriented weighted multigraph with a pulse effect transmitted through it.
The modeling process is implemented in the form of the following stages: goal definition; fuzzy
cognitive map construction; impulse processes for dynamic modeling; the situation scenarios
analysis and the choice of the best. The developed management system model serves as the
basis for the trends analysis in the development of various situations in the POS-loaning
segment. It allows to predict and simulate the behavior strategies in response to external
stimuli, and to determine the governance trajectory that reduce internal risks processes POSloaning commercial Bank. Fuzzy cognitive approach is an effective tool to support decision-making in the activities a commercial Bank risk management and can be used to model and
analyze the functioning and other poorly structured socio-economic systems.
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Schukina Natalya Aleksandrovna
Candidate of Technical Sciences
Email: shchukinan@yandex.ru
Plekhanov Russian University of Economics
Financial University under the Government of the Russian Federation
Moscow, Russian Federation
Goremykina Galina Ivanovna
Candidate of Physical and Mathematical Sciences
Email: g_iv.05@mail.ru
Plekhanov Russian University of Economics
Moscow, Russian Federation
