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  • Search: subject:"Rating Model"
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Year of publication
Subject
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Theorie 8 Theory 8 rating model 8 Credit rating 7 Credit risk 7 Kreditrisiko 7 Kreditwürdigkeit 7 Basel Accord 5 Basler Akkord 5 KMU 4 SME 4 Bank lending 3 Kreditgeschäft 3 Rating Model 3 Risikomanagement 3 Risk management 3 internal rating model 3 Archimedean Copula 2 Bank 2 Banks 2 Basel II 2 Business News 2 Early Warning System 2 Forecasting model 2 Innovative SMEs 2 Judgmental credit rating model 2 Multiple Criteria Decision Aiding 2 Network Analysis 2 Neural networks 2 Neuronale Netze 2 Prognoseverfahren 2 Qualitative criteria 2 RAROC 2 Rating model 2 Ratings 2 Risikomaß 2 Risk evaluation 2 Risk measure 2 SMAA-TRI 2 SME finance 2
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Online availability
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Free 11 Undetermined 7 CC license 2
Type of publication
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Article 17 Book / Working Paper 8
Type of publication (narrower categories)
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Article in journal 11 Aufsatz in Zeitschrift 11 Article 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 14 Undetermined 10 Russian 1
Author
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Angilella, Silvia 2 Cai, Yujun 2 Graf, Ferdinand 2 Karminsky, Alexander 2 Lin, Dongtao 2 Liu, Chang 2 Mazzù, Sebastiano 2 Muscettola, Marco 2 NONI, Ivan DE 2 ORSI, Luigi 2 Peresetsky, Anatoly 2 Shen, Shu 2 Shi, Haoming 2 A. Ktsoev. 1 Agrawal, Reena 1 Ammari, Mustapha 1 Bagade, Sonali 1 Bonini, Stefano 1 Boukari, Mariam 1 Caivano, Giuliana 1 Chandani, Arti 1 Chen, Hongyu 1 Dittgen, Martin 1 Dittgen, Martin P. 1 Estran, Rémy 1 Fabritus, Victor-Manuel de 1 Fan, Lidong 1 Gallo, Raffaele 1 Han, Kyueun 1 Karminsky, A. M. 1 Kuang, Haibo 1 LORENZON, Antonio 1 Lakhnati, Ghizlane 1 Lv, Liang 1 Lʹvova, Irina 1 Meng, Bin 1 Park, In-Jo 1 Pathak, Mohit 1 Peresetsky, A. A. 1 Richard, Jacques 1
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Institution
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Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Finance Discipline Group, Business School 1 Siirtymätalouksien tutkimuslaitos, Suomen Pankki 1 Université Paris-Dauphine (Paris IX) 1
Published in...
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Departmental Working Papers / Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 2 MPRA Paper 2 BOFIT Discussion Papers 1 Credit and Capital Markets – Kredit und Kapital 1 Credit and capital markets : Kredit und Kapital 1 Economics Thesis from University Paris Dauphine 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 European Journal of Operational Research 1 European journal of operational research : EJOR 1 Finance : revue de l'Association Française de Finance 1 Financial internet quarterly 1 Frontiers in Finance and Economics 1 International journal of economics and financial issues : IJEFI 1 Journal of Business Economics and Management (JBEM) 1 Journal of Management and Strategy 1 Journal of business economics and management 1 Journal of career development 1 Journal of management and strategy : JMS 1 Research Paper Series / Finance Discipline Group, Business School 1 Temi di discussione / Banca d'Italia 1 The European journal of finance 1 VOPROSY ECONOMIKI 1 Ėkonomičeskaja politika 1
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Source
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ECONIS (ZBW) 12 RePEc 11 EconStor 2
Showing 21 - 25 of 25
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Analytic Models of the ROC Curve: Applications to Credit Rating Model Validation
Satchel, Stephen; Xia, Wei - Finance Discipline Group, Business School - 2006
In this paper, the authors use the concept of the population ROC curve to build analytic models of ROC curves. Information about the population properties can be used to gain greater accuracy of estimation relative to the non-parametric methods currently in vogue. If used properly this is...
Persistent link: https://www.econbiz.de/10005073667
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Institutional Changes: An Application of the Economic Mechanisms Theory to the Allocation of Subsidies to Farmers in Russia
A. Ktsoev. - In: VOPROSY ECONOMIKI 11 (2012)
This article examines the possibility of constructing an optimal mechanism for the distribution of subsidies in Russian agricultural sector using the theory of economic mechanisms. The effectiveness of direct state support of agricultural companies is assessed. An approach to optimize the...
Persistent link: https://www.econbiz.de/10010860866
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Models for Moody’s Bank Ratings
Peresetsky, Anatoly; Karminsky, Alexander - In: Frontiers in Finance and Economics 8 (2011) 1, pp. 88-110
The paper presents an econometric study of the two bank ratings assigned by Moody's Investors Service. According to Moody’s methodology, foreigncurrency long-term deposit ratings are assigned on the basis of Bank Financial Strength Ratings (BFSR), taking into account “external bank support...
Persistent link: https://www.econbiz.de/10009651171
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Benchmarking for SMEs: toward a competitive rating system
NONI, Ivan DE; ORSI, Luigi; TAVECCHIA, Diego - Dipartimento di Economia, Management e Metodi … - 2007
The main aim of this paper is to develop a qualitative and quantitative Benchmarking model for SMEs. The Benchmarking is a methodology base on a comparison among performances born in some international industrial groups to answer to the strong competitive dynamics on the 70s. This approach to a...
Persistent link: https://www.econbiz.de/10005007364
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Measuring and managing credit risk in SMEs: a quantitative and qualitative rating model
NONI, Ivan DE; LORENZON, Antonio; ORSI, Luigi - Dipartimento di Economia, Management e Metodi … - 2007
The main aim of this paper is to develop a qualitative and quantitative credit risk rating model for SMEs. The scope of …
Persistent link: https://www.econbiz.de/10005007402
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