Combination of linear discriminant analysis and expert opinion for the construction of credit rating models : the case of SMEs
Year of publication: |
2019
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Authors: | Habachi, Mohamed ; Benbachir, Saâd |
Published in: |
Cogent business & management. - London : Taylor & Francis, ISSN 2331-1975, ZDB-ID 2837523-3. - Vol. 6.2019, Art.-No. 1685926, p. 1-34
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Subject: | linear discriminant analysis | Bayesian approach | Probability of default (PD) | IRB foundation | Unexpected loss (UL) | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Bayes-Statistik | Bayesian inference | KMU | SME | Theorie | Theory | Marokko | Morocco |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23311975.2019.1685926 [DOI] hdl:10419/244753 [Handle] |
Classification: | C11 - Bayesian Analysis ; C13 - Estimation ; C51 - Model Construction and Estimation ; G21 - Banks; Other Depository Institutions; Mortgages ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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