Repository logo
 
Publication

An AHP-based approach to credit risk evaluation of mortgage loans

2014Journal article Restricted access
Simple item page
dc.contributor.authorFerreira, Fernando A. F.
dc.contributor.authorSantos, Sérgio P.
dc.contributor.authorDias, Vítor M. C.
dc.date.accessioned2020-07-10T10:44:25Z
dc.date.available2020-07-10T10:44:25Z
dc.date.issued2014
dc.description.abstractMortgage loans for home purchase require careful analysis by all parties involved in the transaction, and credit-scoring is usually adopted to assist the decision process. From a credit institution standpoint, credit-scoring for mortgage loan risk evaluation becomes even more important in scenarios of economic turbulence and recession, primarily because of the severe restrictions imposed on credit availability that result from reduced access to both money and debt markets and subsequent decreasing liquidity. Employing an AHP – Analytic Hierarchy Process – based approach in the creditscoring system used by one of the major banks in Portugal, this study proposes a methodological framework conceived to adjust trade-offs among evaluation criteria and provide decision makers with a more transparent mortgage risk evaluation system. Practical implications of our framework are also discussed.pt_PT
dc.description.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.citationFerreira, F. A. F., Santos, S. P., & Dias, V. M. C. (2014). An AHP-based approach to credit risk evaluation of mortgage loans. International Journal of Strategic Property Management, 18(1), 38–55. doi: 10.3846/1648715X.2013.863812pt_PT
dc.identifier.doi10.3846/1648715X.2013.863812pt_PT
dc.identifier.issn1648-715X
dc.identifier.issn1648-9179
dc.identifier.urihttp://hdl.handle.net/10400.15/2976
dc.language.isoengpt_PT
dc.peerreviewedyespt_PT
dc.publisherTaylor & Francispt_PT
dc.relation.publisherversionhttps://www.tandfonline.com/doi/abs/10.3846/1648715X.2013.863812pt_PT
dc.subjectAHP-based approachpt_PT
dc.subjectCredit-scoringpt_PT
dc.subjectMCDApt_PT
dc.subjectMortgage loan risk analysispt_PT
dc.subjectTrade-offspt_PT
dc.titleAn AHP-based approach to credit risk evaluation of mortgage loanspt_PT
dc.typejournal article
dspace.entity.typePublication
oaire.citation.endPage55pt_PT
oaire.citation.issue1pt_PT
oaire.citation.startPage38pt_PT
oaire.citation.titleInternational Journal of Strategic Property Managementpt_PT
oaire.citation.volume18pt_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

Files

Original bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
VitorDias_IJSPM_2014.pdf
Size:
2.72 MB
Format:
Adobe Portable Document Format
Download

Collections