Combination of linear discriminant analysis and expert opinion for the construction of credit rating models: The case of SMEs
The construction of an internal rating model is the main task for the bank in the framework of the IRB-foundation approach the fact that it is necessary to determine the probability of default by rating class. As a result, several statistical approaches can be used, such as logistic regression and l...
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| Autores principales: | , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Taylor & Francis Group
2019
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/52cbb9ffb62340f9a5f6acdd8e9a243e |
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