A multicriteria approach for rating the credit risk of financial institutions
- Baourakis, George(http://viaf.org/viaf/161489651)
- M. Conisescu()
- G. van Dijk()
- Pardalos, Panos M(http://viaf.org/viaf/108896172)
- Ζοπουνιδης Κωνσταντινος(http://users.isc.tuc.gr/~kzopounidis)
- Zopounidis Konstantinos(http://users.isc.tuc.gr/~kzopounidis)
DOI Publisher
Springer Science and Business Media LLCAbstract
Summarization: Within the new bank regulatory context, the assessment of the credit risk of financial institutions is an important issue for supervising authorities and investors. This study explores the possibility of a developing risk assessment model for financial institutions using a multicriteria classification method. The analysis is based on publicly available financial data for UK firms. The results indicate that the proposed multicriteria methodology provides promising results compared to well known statistical methods.Presented on: Computational Management Scienc
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