An Integrated Fuzzy Cognitive Map Approach in Modelling Factors of Management Quality in Banking Performance

Based on the literature review and interviews with experts, this study identifies 11 factors that can effectively capture the management quality dimension of the capital adequacy, asset quality, management quality, earnings, liquidity and sensitivity to market risk (CAMELS) framework in evaluating the performance of banking institutions. It further models these factors using the integrated fuzzy cognitive map (FCM) and Matrice d’Impacts Croisés...