A multicriteria approach for rating the credit risk of financial institutions

DOI10.1007/S10287-007-0050-3zbMath1169.91381OpenAlexW1967560646MaRDI QIDQ839849

G. Van Dijk, G. Baourakis, M. Conisescu, Panos M. Pardalos, Constantin Zopounidis

Publication date: 3 September 2009

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-007-0050-3

zbMATH Keywords

multiple criteria decision makingfinancial institutionscredit risk modeling

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

Related Items (5)

Classifying Scuba Diving Sites through Diver Reviews with a Web Scraping Based UTADIS Application ⋮ Incremental learning optimization on knowledge discovery in dynamic business intelligent systems ⋮ The perspective of a bank in granting credits: an optimization model ⋮ MURAME parameter setting for creditworthiness evaluation: data-driven optimization ⋮ Interaction between financial risk measures and machine learning methods

Cites Work

• Unnamed Item
• A survey of business failures with an emphasis on prediction methods and industrial applications
• Multicriteria classification and sorting methods: A literature review
• Multicriteria decision aid classification methods
• Benchmarking state-of-the-art classification algorithms for credit scoring

This page was built for publication: A multicriteria approach for rating the credit risk of financial institutions