- 부도확률맵과 AHP를 이용한 기업 신용등급 산출모형의 개발
- ㆍ 저자명
- 홍태호,신택수,Hong. Tae-Ho,Shin. Taek-Soo
- ㆍ 간행물명
- 정보시스템연구
- ㆍ 권/호정보
- 2007년|16권 3호|pp.1-20 (20 pages)
- ㆍ 발행정보
- 한국정보시스템학회
- ㆍ 파일정보
- 정기간행물| PDF텍스트
- ㆍ 주제분야
- 기타
Most researches on the corporate credit rating are generally classified into the area of bankruptcy prediction and bond rating. The studies on bankruptcy prediction have focused on improving the performance in binary classification problem, since the criterion variable is categorical, bankrupt or non-bankrupt. The other studies on bond rating have predicted the credit ratings, which was already evaluated by bond rating experts. The financial institute, however, should perform effective loan evaluation and risk management by employing the corporate credit rating model, which is able to determine the credit of corporations. Therefore, this study presents a corporate credit rating method using business failure probability map(BFPM) and AHP(Analytic Hierarchy Process). The BFPM enables us to rate the credit of corporations according to business failure probability and data distribution or frequency on each credit rating level. Also, we developed AHP model for credit rating using non-financial information. For the purpose of completed credit rating model, we integrated the BFPM and the AHP model using both financial and non-financial information. Finally, the credit ratings of each firm are assigned by our proposed method. This method will be helpful for the loan evaluators of financial institutes to decide more objective and effective credit ratings.