Sovereign Credit Risk Assessment with Multiple Criteria Using an Outranking Method
In view of the records of failures in rating agencies’ assessments for sorting countries’ quality of credit in degrees of default risk, this paper proposes a multicriteria sorting model using reference alternatives so as to allocate sovereign credit securities into three categories of risk. From a n...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2018-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2018/8564764 |