Abstract
As discussed in the previous chapters, an essential step in assigning ratings is the identification of risk factors. Typically, risk factors are first clustered into broad categories (criteria) and then further sub-divided into more granular risk sub-factors (sub-criteria).
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© 2012 Luisa Izzi, Gianluca Oricchio and Laura Vitale
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Izzi, L., Oricchio, G., Vitale, L. (2012). Slotting Criteria Credit Rating Models. In: Basel III Credit Rating Systems. Palgrave Macmillan Finance and Capital Markets Series. Palgrave Macmillan, London. https://doi.org/10.1057/9780230361188_9
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DOI: https://doi.org/10.1057/9780230361188_9
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-33326-4
Online ISBN: 978-0-230-36118-8
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