Fuzzy Computing in Data Science

12Estimation of Nonperforming Assets of Indian Commercial Banks Using Fuzzy AHP and Goal Programming

Kandarp Vidyasagar* and Rajiv Kr. Dwivedi

University Department of Mathematics, Vinoba Bhave University, Hazaribagh, Jharkhand, India

Abstract

The present study computes the various parameters, which are different subdivis ions of the total nonperforming assets (NPA) of Indian Commercial Bank from the financial year 2013–2014 to 2019–2020. The variables were preferred on the several subdivisions. The secondary data have been collected from the audited annual reports of the State Bank of India. Multiple linear equations have been formulated, and Fuzzy Analytic Hierarchy Process (AHP) with extended Saaty’s scale was used for weight estimation of the several parameters. Under these constraints, the goal programming model is developed, and the final result has been obtained using Lingo19. The study reveals that the various subdivisions of both the priority and nonpriority sectors of the Indian economy, which include agriculture and allied activities, industries (macro and small, medium and large), and personal loans have shown a moderate growth in order to increase the total NPA. On the contrary, the drastic growth has been observed in NPA of Services (priority and nonpriority sectors), which has crossed the model results. Further studies were suggested by partitioning the time period on a quarterly basis for the samples and calculating over the various microeconomic and macroeconomic ...