Modeling Credit Risk: An Application of the Rough Set Methodology
The Basel Accords encourages credit entities to implement their own models for measuring financial risk. In this paper, we focus on the use of internal ratings-based (IRB) models for the assessment of credit risk and, specifically, on one component that models the probability of default (PD). The tr...
Saved in:
Main Authors: | Medina, Reyes Samaniego, Cueto, Maria Jose Vazquez |
---|---|
Format: | Article |
Published: |
Universiti Utara Malaysia Press
2013
|
Subjects: | |
Online Access: | http://repo.uum.edu.my/24987/ http://ijbf.uum.edu.my/index.php/previous-issues/149-the-international-journal-of-banking-and-finance-ijbf-vol-10-no-1-march-2013 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Credit Risk and Banks’ Profitability in Malaysia
by: Norlina, Kadir, et al.
Published: (2018) -
The determinants of credit risk in an emerging market
by: Ng, Yen Theng
Published: (2014) -
A predictive model construction applying rough set methodology for Malaysian stock market returns
by: Jaaman, S. H., et al.
Published: (2009) -
Credit risk of Islamic banks in GCC countries
by: Al-Wesabi, Hamid A. H., et al.
Published: (2013) -
Credit risk of Islamic banks in GCC countries
by: Al-Wesabi, Hamid A. H., et al.
Published: (2013)