A process model to develop an internal rating system: Sovereign credit ratings

Decision Support Systems

Volumn 42, Issue 2, 2006, Pages 1131-1151

  Van Gestel, Tony ^a,d   Baesens, Bart ^b   Van Dijcke, Peter ^c   Garcia, Joao ^a   Suykens, Johan A K ^d   Vanthienen, Jan ^d  

^a Dexia Group   (Belgium)

^b UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

^c Research   (Belgium)

^d UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Internal rating system; Process model; Sovereign ratings; Support vector machines

Indexed keywords

INTERNAL RATING SYSTEM; PROCESS MODEL; SOVEREIGN RATINGS; SUPPORT VECTOR MACHINES;

LEARNING SYSTEMS; MATHEMATICAL MODELS; REGRESSION ANALYSIS; RISK ASSESSMENT;

FINANCE;

EID: 33749829099     PISSN: 01679236     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.dss.2005.10.001     Document Type: Article

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