Credit Rating Systems: Regulatory Framework and Comparative Evaluation of Existing Methods

Part of the Springer Optimization and Its Applications book series (SOIA, volume 18)


Linear Discriminant Analysis Credit Risk Banking Supervision Basel Committee Minimum Capital Requirement 
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Copyright information

© Springer Science+Business Media, LLC 2008

Authors and Affiliations

  1. 1.Technical University of Crete, Department of Production Engineering and Management, Financial Engineering LaboratoryChaniaGreece
  2. 2.Department of Industrial and Systems Engineering, Center for Applied OptimizationUniversity of FloridaGainesvilleUSA

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