Credit Rating Systems: Regulatory Framework and Comparative Evaluation of Existing Methods

Dimitris Papageorgiou (), Michael Doumpos (), Constantin Zopounidis and Panos M. Pardalos ()
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Dimitris Papageorgiou: Technical University of Crete, Department of Production Engineering and Management, Financial Engineering Laboratory
Michael Doumpos: Technical University of Crete, Department of Production Engineering and Management, Financial Engineering Laboratory
Constantin Zopounidis: Technical University of Crete, Department of Production Engineering and Management, Financial Engineering Laboratory
Panos M. Pardalos: University of Florida

A chapter in Handbook of Financial Engineering, 2008, pp 457-488 from Springer

Keywords: Linear Discriminant Analysis; Credit Risk; Banking Supervision; Basel Committee; Minimum Capital Requirement (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/978-0-387-76682-9_15

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