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: Mohamed Habachi, Saâd Benbachir
Formato: article
Lenguaje:EN
Publicado: Taylor & Francis Group 2019
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Acceso en línea:https://doaj.org/article/52cbb9ffb62340f9a5f6acdd8e9a243e
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