Staff Publications

Staff Publications

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    'Staff publications' is the digital repository of Wageningen University & Research

    'Staff publications' contains references to publications authored by Wageningen University staff from 1976 onward.

    Publications authored by the staff of the Research Institutes are available from 1995 onwards.

    Full text documents are added when available. The database is updated daily and currently holds about 240,000 items, of which 72,000 in open access.

    We have a manual that explains all the features 

Record number 402439
Title A multicriteria approach for rating the credit risk of financial institutions
Author(s) Baourakis, G.; Conisescu, M.; Dijk, G. van; Pardalos, P.M.; Zopounidis, C.
Source Computational Management Science 6 (2009)3. - ISSN 1619-697X - p. 347 - 356.
DOI http://dx.doi.org/10.1007/s10287-007-0050-3
Department(s) Marketing and Consumer Behaviour
MGS
Publication type Refereed Article in a scientific journal
Publication year 2009
Abstract Within the new bank regulatory context, the assessment of the credit risk of financial institutions is an important issue for supervising authorities and investors. This study explores the possibility of a developing risk assessment model for financial institutions using a multicriteria classification method. The analysis is based on publicly available financial data for UK firms. The results indicate that the proposed multicriteria methodology provides promising results compared to well known statistical methods.
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