Application of artificial intelligence in credit risk management at Vietnam Bank for Agriculture and Rural Development

Application of Artificial Intelligence in Credit Risk Management at Vietnam Bank for Agriculture and Rural Development

Author: NGUYEN TIEN HUNG

Field: Finance – Banking (Code: 9340201)

Document Content:

This doctoral thesis focuses on the application of artificial intelligence (AI) in credit risk management, specifically within the Vietnam Bank for Agriculture and Rural Development (Agribank). The research addresses the growing importance of AI in the banking industry, particularly in managing credit risks, a critical area for financial institutions. The study systematically reviews existing literature on credit risk management and AI applications, identifies research gaps, and examines the theoretical underpinnings of AI in this domain. It further analyzes the current state of credit risk management at Agribank, proposes AI models for credit risk assessment, and offers solutions for implementing AI in the bank’s operations. The thesis utilizes the advanced approach of Basel II for credit risk measurement, employing AI models like Decision Tree and Neural Networks.

Detailed Table of Contents:

• General Introduction
• Chapter 1: Literature Review of Artificial Intelligence in Credit Risk Management
• Chapter 2: Theoretical Basis for Application of Artificial Intelligence in Credit Risk Management
• Chapter 3: Current Situation of Credit Risk Management at Vietnam Bank for Agriculture and Rural Development
• Chapter 4: Building Artificial Intelligence Models in Credit Risk Management at Vietnam Bank for Agriculture and Rural Development
• Chapter 5: Solutions for Application of Artificial Intelligence in Credit Risk Management at Vietnam Bank for Agriculture and Rural Development
• Conclusion of Thesis