A credit scoring approach for the commercial banking sector
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Dimitras, A. I. & Zanakis, S. H. & Zopounidis, C., 1996. "A survey of business failures with an emphasis on prediction methods and industrial applications," European Journal of Operational Research, Elsevier, vol. 90(3), pages 487-513, May.
- Mark S. Carey & Mark Hrycay, 2000. "Parameterizing credit risk models with rating data," Finance and Economics Discussion Series 2000-47, Board of Governors of the Federal Reserve System (U.S.).
- Dimitras, A. I. & Slowinski, R. & Susmaga, R. & Zopounidis, C., 1999. "Business failure prediction using rough sets," European Journal of Operational Research, Elsevier, vol. 114(2), pages 263-280, April.
- Bierman, Harold, 1968. "Using Investment Portfolios to Change Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 3(02), pages 151-156, June.
- Lopez, Jose A. & Saidenberg, Marc R., 2000.
"Evaluating credit risk models,"
Journal of Banking & Finance,
Elsevier, vol. 24(1-2), pages 151-165, January.
- Frydman, Halina & Altman, Edward I & Kao, Duen-Li, 1985. " Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress," Journal of Finance, American Finance Association, vol. 40(1), pages 269-291, March.
- Peel, MJ & Peel, DA & Pope, PF, 1986. "Predicting corporate failure-- Some results for the UK corporate sector," Omega, Elsevier, vol. 14(1), pages 5-12.
- Robert A. Eisenbeis, 1978.
"Problems in applying discriminant analysis in credit scoring models,"
94, Board of Governors of the Federal Reserve System (U.S.).
- Eisenbeis, Robert A., 1978. "Problems in applying discriminant analysis in credit scoring models," Journal of Banking & Finance, Elsevier, vol. 2(3), pages 205-219, October.
- Oral, Muhittin & Yolalan, Reha, 1990. "An empirical study on measuring operating efficiency and profitability of bank branches," European Journal of Operational Research, Elsevier, vol. 46(3), pages 282-294, June.
- Bertrand Mareschal & Jean Pierre Brans, 1991.
"BANK ADVISER: an industrial evaluation system,"
ULB Institutional Repository
2013/9335, ULB -- Universite Libre de Bruxelles.
- Diakoulaki, D & Mavrotas, G & Papayannakis, L, 1992. "A multicriteria approach for evaluating the performance of industrial firms," Omega, Elsevier, vol. 20(4), pages 467-474, July.
- Zopounidis, C & Pouliezos, A & Yannacopoulos, D, 1992. "Designing a DSS for the Assessment of Company Performance and Viability," Computer Science in Economics & Management, Kluwer;Society for Computational Economics, vol. 5(1), pages 41-56, February.
- Falbo, P, 1991. "Credit-scoring by enlarged discriminant models," Omega, Elsevier, vol. 19(4), pages 275-289.
- Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, 09.
- William B. English & William R. Nelson, 1998. "Bank risk rating of business loans," Finance and Economics Discussion Series 1998-51, Board of Governors of the Federal Reserve System (U.S.).
- Treacy, William F. & Carey, Mark, 2000. "Credit risk rating systems at large US banks," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 167-201, January.
- Tam, KY, 1991. "Neural network models and the prediction of bank bankruptcy," Omega, Elsevier, vol. 19(5), pages 429-445.
- Charnes, A. & Cooper, W. W. & Rhodes, E., 1978. "Measuring the efficiency of decision making units," European Journal of Operational Research, Elsevier, vol. 2(6), pages 429-444, November.
When requesting a correction, please mention this item's handle: RePEc:eee:soceps:v:37:y:2003:i:2:p:103-123. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)
If references are entirely missing, you can add them using this form.