Credit Rating Strategies: A Study of GCC Banks

Feasibility Study of Credit Risk Rating Systems in Banks

Designing an Expert System for Credit Rating of Real Customers of Banks Using Fuzzy Neural Networks

Currently, in Iran's banking system, non-repayment of facilities has become one of the biggest issues, and due to the lack of a proper system for proper allocation of facilities, they face a number of problems, including the problem of allocation of loans, the problem of failure to repay loans Of the central bank, or the amount of facilities increased from the amount of reimbursement. The solut...

Linear versus nonlinear dimensionality reduction for banks' credit rating prediction

Dimensionality reduction methods have shown their usefulness for both supervised and unsupervised tasks in a wide range of application domains. Several linear and nonlinear approaches have been proposed in order to derive meaningful low-dimensional representations of high-dimensional data. Among nonlinear algorithms manifold learning methods, such as isometric feature mapping (Isomap), have rec...

a contrastive pragmatic study of gratitude strategies of english and persian speakers

this study investigates the strategies native english and persian speakers employ for expressing gratitude in different situations. the strategies of persian efl learners are also compared with english strategies in order to find the differences that may exist between these two languages. social status and size of imposition of the favor are social variables which are investigated in detail for...

Predicting Credit Rating and Credit Rating Changes: A New Approach

In this paper, we propose a hazard rate model for studying credit rating and credit rating changes. Theoretically the hazard rate model is more appropriate than the previous static models. Yet it is difficult to estimate hazard rate model, especially when the covariates are time-varying. This paper extends the results of Shumway(2001) and shows that a multiple-state hazard rate model can be est...