Resumen

CRUZ MARTINEZ, Alejandro  y  ALARCON ARMENTEROS, Adelfa D.. Fuzzy Logic to Model Operational Risk: A Solution Based on Artificial Intelligence in the Cuban Banking. Cofin [online]. 2017, vol.11, n.2, pp. 122-135. ISSN 2073-6061.

The inclusion of fuzzy inference systems in modeling operational risk makes the possibilities its comprehensive management has much greater. This paper presents the results of a piece a research on applying fuzzy logic models to the Credit and Commerce Bank. Besides using qualitative variables, this allows expert knowledge and evaluation to be integrated into modeling, in a subjective and uncertain environment, a better way of measuring bank risk. This can be applied to the rest of the Cuban banks as a very useful tool to support decision-making, and additionally, as a method suitable for identifying and exploring qualitative variables which explain operational risk in the Cuban financial system with the aim of reducing it.

Palabras clave : Fuzzy Logic; Operational Risk; Fuzzy Inference System.

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