English
Ciência-IUL
Publicações
Descrição Detalhada da Publicação
Readjusting trade-offs among criteria in internal ratings of credit scoring: an empirical essay of risk analysis in mortgage loans
Título Revista
Journal of Business Economics and Management
Ano (publicação definitiva)
2013
Língua
Inglês
País
Lituânia
Mais Informação
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Abstract/Resumo
Credit-scoring becomes increasingly important in poor economies and recessions. Decreasing liquidity due to reduced access to both money and debt markets has induced banks to impose restrictions on offering credit, including credit for mortgage loans. In this paper we analyze the internal rating system used by one of the top-five banks in Portugal, and propose a methodological framework which, based on an application of the Delphi technique, allows adjusting trade-offs among evaluation criteria and provides decision makers with a fairer, more accurate and transparent mortgage risk evaluation system.
Agradecimentos/Acknowledgements
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Palavras-chave
Credit-scoring; Delphi technique; Evaluation criteria; Mortgage loan; Risk analysis; Trade-offs
Classificação Fields of Science and Technology
- Economia e Gestão - Ciências Sociais
