A Multicriterion System for Credit Risk Rating
Evaluating credit risk is an important task for financial institution managers. In order to measure the risk pertaining to the borrower, these institutions often use a rating system to establish the credit risk. In this study, a multicriterion approach was chosen to elaborate a rating system for the credit risk. The procedure used is ELECTRE-TRI which was specially developed for the sorting problems. The application of this procedure to a sample of borrower files at the Confidiration des Caisses Populaires Desjardins de Quibec showed that the predictive capacity of this model is very good. The procedure was used as the basis for the elaboration of a credit risk rating software currently being used by the Surveillance and Financial Security Office at the Confederation des Caisses Populaires Desjardins.
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
|Date of creation:||1999|
|Date of revision:|
|Contact details of provider:|| Postal: |
Phone: (418) 656-2180
Web page: http://www.fsa.ulaval.ca/
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:fth:lavadm:1999-14. 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: (Thomas Krichel)
If references are entirely missing, you can add them using this form.