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Readjusting trade-offs among criteria in internal ratings of credit-scoring:an empirical essay of risk analysis in mortgage loans

dc.contributor.authorFerreira, Fernando A. F.
dc.contributor.authorSpahr, Ronald W.
dc.contributor.authorGavancha, Irina F. M. D.
dc.contributor.authorÇipi, Amali
dc.date.accessioned2020-07-13T09:20:28Z
dc.date.available2020-07-13T09:20:28Z
dc.date.issued2013
dc.description.abstractCredit-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.pt_PT
dc.description.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.citationFerreira, F. A. F., Spahr, R. W., Gavancha, I. F. M. D., & 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 & Management, 14(4), 715–740. https://doi.org/10.3846/16111699.2012.666999pt_PT
dc.identifier.doi10.3846/16111699.2012.666999pt_PT
dc.identifier.issn1611-1699
dc.identifier.issn2029-4433
dc.identifier.urihttp://hdl.handle.net/10400.15/2980
dc.language.isoengpt_PT
dc.peerreviewedyespt_PT
dc.publisherTaylor & Francispt_PT
dc.relation.publisherversionhttps://www.tandfonline.com/doi/abs/10.3846/16111699.2012.666999pt_PT
dc.subjectCredit-scoringpt_PT
dc.subjectDelphi techniquept_PT
dc.subjectEvaluation criteriapt_PT
dc.subjectMortgage loanpt_PT
dc.subjectRisk analysispt_PT
dc.subjectTrade-offspt_PT
dc.titleReadjusting trade-offs among criteria in internal ratings of credit-scoring:an empirical essay of risk analysis in mortgage loanspt_PT
dc.typejournal article
dspace.entity.typePublication
oaire.citation.endPage740pt_PT
oaire.citation.issue4pt_PT
oaire.citation.startPage715pt_PT
oaire.citation.titleJournal of Business Economics and Managementpt_PT
oaire.citation.volume14pt_PT
person.familyNameFerreira
person.givenNameFernando
person.identifier.orcid0000-0001-5208-9084
person.identifier.scopus-author-id37115389700
rcaap.rightsclosedAccesspt_PT
rcaap.typearticlept_PT
relation.isAuthorOfPublication50406dd4-189d-4920-891f-2eeae2686b18
relation.isAuthorOfPublication.latestForDiscovery50406dd4-189d-4920-891f-2eeae2686b18

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