Credit markets have experienced phenomenal growth in the last years, and there is no evidence to expect that this trend will invert in the next decade. Given that, virtually every segment of the industry is called to improve its skills in credit risk management with the threefold aim of managing concentration risk, meeting regulatory requirements and enhancing revenues. Clearly, for financial institutions, exposure to credit risk continues to be the leading source of problems and the challenging issue of managing credit risk is considered a crucial topic. This paper demonstrates the use of a stochastic DEA model for credit scoring which is one of the prevailing analytical technique to evaluate credit risk. Although the principles contained in this paper are most clearly applicable to the business of lending, they can be applied to all activities where credit risk is present.
Lending decisions under uncertainty: a DEA approach / Bruni ME; Beraldi P; Iazzolino G. - In: INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH. - ISSN 0020-7543. - 52:3(2014), pp. 766-775.
Scheda prodotto non validato
Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo
|Titolo:||Lending decisions under uncertainty: a DEA approach|
|Data di pubblicazione:||2014|
|Citazione:||Lending decisions under uncertainty: a DEA approach / Bruni ME; Beraldi P; Iazzolino G. - In: INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH. - ISSN 0020-7543. - 52:3(2014), pp. 766-775.|
|Appare nelle tipologie:||1.1 Articolo in rivista|