Models for the identification and analysis of banking Risks
Journal Title: Revista Romana de Statistica - Year 2016, Vol 64, Issue 5
Abstract
A basic property of the rating system is the ability to fit customers risk class to which they belong, namely good payer customers or bad payer clients. The tests establishing the classification methods have been applied beginning with the medical science, biology, engineers starting with 1950 and in the late 1990s they have been adapted to be models of application in the credit rating. Basel Committee (1999) identifies this model as a difficult one to develop quantitative models of credit.
Authors and Affiliations
Gabriela Victoria ANGHELACHE, Radu Titus MARINESCU, Anca Sorina POPESCU-CRUCERU, Cristina SACALĂ
Keywords
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