Falavigna, Greta - In: International Journal of Business Performance Management 10 (2008) 2/3, pp. 269-299
This study analyses the situation of a bank that wants to create an Internal Rating System (IRB). A credit institute can decide to simulate rating judgements from an external rating agency, like Standard and Poor's or Moody's or Fitch Rating. This research compares different frameworks of neural...
