Identification and prioritization of banking risks in conditions of uncertainty with the combined approach of DEMATEL and ANP

Document Type : Original Article

Authors
Yaser Ehenzi 1
Mohammad Soleimani Varki 2
Seyed Ali Nabavi Chashmi 3
1 PhD Student, Department of Management, Islamic Azad University, Babol, Iran.
2 Assistant Professor, Department of Mathematics, Islamic Azad University, Amol, Iran.
3 Associate Professor, Department of Management, Islamic Azad University, Babol, Iran.
10.30495/jik.2024.77729.4553
Abstract
Since the focus of this research is on the identification and prioritization of banking risks in conditions of uncertainty, the approach of the research here is applied and specified with a purpose. In terms of the nature and method of data collection, this research is survey-analytical. The statistical population of this research is made up of managers and supervisors of banks. According to the analysis of the sample with the opinion of experts, sampling was done from a limited number of people and it was decided that a limited number of experts would participate in the research, so there was no need for formal sampling. In this research, a questionnaire tool was used to collect the answers. has been In order to determine the validity of the questionnaires, the opinions of several managers and experts in the investigated field were collected and after reviewing the opinions, the questionnaires were corrected again. This action, like other methods based on pairwise comparisons, has been done by calculating the inconsistency rate of the pairwise comparison matrices. The research results have shown that 8 types of risks have been identified as banking risks under conditions of uncertainty. Based on the output of the DANP method, interest rate risk with a weight of 0.1634 has won the first place, credit risk with a weight of 0.1426 has taken the second place, and legal/legal risk with a weight of 0.1274 has occupied the third place.
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