A systematic approach to construct credit risk forecast models
Due to the recent growth in the consumer credit market and the consequent increase in default indices, companies are seeking to improve their credit analysis by incorporating objective procedures. Multivariate techniques have been used as an alternative to construct quantitative models for credit fo...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sociedade Brasileira de Pesquisa Operacional
2011-04-01
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| Series: | Pesquisa Operacional |
| Subjects: | |
| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382011000100004&lng=en&tlng=en |