The application of data envelopment analysis to credit measurement
In competitive markets only the strong survive. For an institution to survive it needs to achieve high levels of performance through continued improvements and learning. Credit risk measurement has come under intense scrutiny with the recent Basel II Accord, an Accord that obliges banks to seek...
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Format: | Others |
Language: | en |
Published: |
2008
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Online Access: | http://hdl.handle.net/10539/4997 |