Institutional Repository
Technical University of Crete
Technical University of Crete
EN
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EL
| URI | http://purl.tuc.gr/dl/dias/890AF809-55B6-49B4-ABBB-8F86260C4862 | - |
| Identifier | http://www.sciencedirect.com/science/article/pii/S0167923610001089 | - |
| Identifier | https://doi.org/10.1016/j.dss.2010.07.002 | - |
| Language | en | - |
| Extent | 9 pages | en |
| Title | A multicriteria decision support system for bank rating | en |
| Creator | Michael Doumpos | en |
| Creator | Δουμπος Μιχαλης | el |
| Creator | Zopounidis Konstantinos | en |
| Creator | Ζοπουνιδης Κωνσταντινος | el |
| Publisher | Elsevier | en |
| Content Summary | Bank rating refers to the analysis of a bank's overall viability, performance and risk exposure. Within the recent financial turmoil, bank rating has become extremely important. Typically, bank rating is performed through empirical procedures that combine financial and qualitative data into an overall performance index. This paper presents a case study on the implementation of a multicriteria approach to bank rating. The proposed methodology is based on the PROMETHEE II method implemented in an integrated decision support system. Special emphasis is put on the sensitivity of the results with regard to the relative importance of the evaluation criteria and the parameters of the evaluation process. | en |
| Type of Item | Peer-Reviewed Journal Publication | en |
| Type of Item | Δημοσίευση σε Περιοδικό με Κριτές | el |
| License | http://creativecommons.org/licenses/by/4.0/ | en |
| Date of Item | 2015-11-09 | - |
| Date of Publication | 2010 | - |
| Subject | Banking | en |
| Subject | Financial risk management | en |
| Subject | Decision support systems | en |
| Subject | Multicriteria decision aid | en |
| Subject | Sensitivity analysis | en |
| Bibliographic Citation | M. Doumpos and C. Zopounidis, "A multicriteria decision support system for bank rating," Decision Supp. Syst., vol. 50, no. 1, pp. 55-63, Dec. 2010. doi:10.1016/j.dss.2010.07.002 | en |
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