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...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | article |
| Language: | EN |
| Published: |
Taylor & Francis Group
2019
|
| Subjects: | |
| Online Access: | https://doaj.org/article/52cbb9ffb62340f9a5f6acdd8e9a243e |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|