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...
Guardado en:
| Autores principales: | , |
|---|---|
| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Taylor & Francis Group
2019
|
| Materias: | |
| Acceso en línea: | https://doaj.org/article/52cbb9ffb62340f9a5f6acdd8e9a243e |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Sea el primero en dejar un comentario!