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

Bibliographic Details
Main Author: Ferreira, Fernando A. F.
Publication Date: 2013
Other Authors: Spahr, Ronald W., Gavancha, Irina F. M. D., Çipi, Amali
Format: Article
Language: eng
Source: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Download full: http://hdl.handle.net/10400.15/2980
Summary: Credit-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.
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spelling Readjusting trade-offs among criteria in internal ratings of credit-scoring:an empirical essay of risk analysis in mortgage loansCredit-scoringDelphi techniqueEvaluation criteriaMortgage loanRisk analysisTrade-offsCredit-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.Taylor & FrancisRepositório Científico do Instituto Politécnico de SantarémFerreira, Fernando A. F.Spahr, Ronald W.Gavancha, Irina F. M. D.Çipi, Amali2020-07-13T09:20:28Z20132013-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.15/2980eng1611-16992029-443310.3846/16111699.2012.666999info:eu-repo/semantics/openAccessreponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiainstacron:RCAAP2025-05-11T04:29:20Zoai:repositorio.ipsantarem.pt:10400.15/2980Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-29T07:08:21.967737Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiafalse
dc.title.none.fl_str_mv Readjusting trade-offs among criteria in internal ratings of credit-scoring:an empirical essay of risk analysis in mortgage loans
title Readjusting trade-offs among criteria in internal ratings of credit-scoring:an empirical essay of risk analysis in mortgage loans
spellingShingle Readjusting trade-offs among criteria in internal ratings of credit-scoring:an empirical essay of risk analysis in mortgage loans
Ferreira, Fernando A. F.
Credit-scoring
Delphi technique
Evaluation criteria
Mortgage loan
Risk analysis
Trade-offs
title_short Readjusting trade-offs among criteria in internal ratings of credit-scoring:an empirical essay of risk analysis in mortgage loans
title_full Readjusting trade-offs among criteria in internal ratings of credit-scoring:an empirical essay of risk analysis in mortgage loans
title_fullStr Readjusting trade-offs among criteria in internal ratings of credit-scoring:an empirical essay of risk analysis in mortgage loans
title_full_unstemmed Readjusting trade-offs among criteria in internal ratings of credit-scoring:an empirical essay of risk analysis in mortgage loans
title_sort Readjusting trade-offs among criteria in internal ratings of credit-scoring:an empirical essay of risk analysis in mortgage loans
author Ferreira, Fernando A. F.
author_facet Ferreira, Fernando A. F.
Spahr, Ronald W.
Gavancha, Irina F. M. D.
Çipi, Amali
author_role author
author2 Spahr, Ronald W.
Gavancha, Irina F. M. D.
Çipi, Amali
author2_role author
author
author
dc.contributor.none.fl_str_mv Repositório Científico do Instituto Politécnico de Santarém
dc.contributor.author.fl_str_mv Ferreira, Fernando A. F.
Spahr, Ronald W.
Gavancha, Irina F. M. D.
Çipi, Amali
dc.subject.por.fl_str_mv Credit-scoring
Delphi technique
Evaluation criteria
Mortgage loan
Risk analysis
Trade-offs
topic Credit-scoring
Delphi technique
Evaluation criteria
Mortgage loan
Risk analysis
Trade-offs
description Credit-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.
publishDate 2013
dc.date.none.fl_str_mv 2013
2013-01-01T00:00:00Z
2020-07-13T09:20:28Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.15/2980
url http://hdl.handle.net/10400.15/2980
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 1611-1699
2029-4433
10.3846/16111699.2012.666999
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Taylor & Francis
publisher.none.fl_str_mv Taylor & Francis
dc.source.none.fl_str_mv reponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron:RCAAP
instname_str FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron_str RCAAP
institution RCAAP
reponame_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository.name.fl_str_mv Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
repository.mail.fl_str_mv info@rcaap.pt
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