Application of Multi-Criteria Assessment in Banking Risk Management

Abstract Banks face a number of business risks on daily basis. Today, operational risk is dominant. The aim this paper to develop decision-making system when choosing method management by using the Analytical Hierarchy Process (the AHP method) and Fuzzy Analytic FAHP method). hierarchical process simple efficient in solving problems. final decision depends assessment set alternatives criteria. main purpose find appropriate solutions for defined user factors current competitive environment. results obtained classical method, as well show that external are dominant criterion, especially during financial crisis or Covid19 pandemic, should be sought international standards, control tools created banks themselves.