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Ferreira, F., Spahr, R., Gavancha, I. & Çipi, A. (2013). Readjusting trade-offs among criteria in internal ratings of credit scoring: an empirical essay of risk analysis in mortgage loans. Journal of Business Economics and Management. 14 (4), 715-740
F. A. Ferreira et al., "Readjusting trade-offs among criteria in internal ratings of credit scoring: an empirical essay of risk analysis in mortgage loans", in Journal of Business Economics and Management, vol. 14, no. 4, pp. 715-740, 2013
@article{ferreira2013_1734527298747, author = "Ferreira, F. and Spahr, R. and Gavancha, I. and Çipi, A.", title = "Readjusting trade-offs among criteria in internal ratings of credit scoring: an empirical essay of risk analysis in mortgage loans", journal = "Journal of Business Economics and Management", year = "2013", volume = "14", number = "4", doi = "10.3846/16111699.2012.666999", pages = "715-740", url = "http://www.tandfonline.com/toc/tbem20/14/4" }
TY - JOUR TI - Readjusting trade-offs among criteria in internal ratings of credit scoring: an empirical essay of risk analysis in mortgage loans T2 - Journal of Business Economics and Management VL - 14 IS - 4 AU - Ferreira, F. AU - Spahr, R. AU - Gavancha, I. AU - Çipi, A. PY - 2013 SP - 715-740 SN - 1611-1699 DO - 10.3846/16111699.2012.666999 UR - http://www.tandfonline.com/toc/tbem20/14/4 AB - 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. ER -