THE ATTEMPT TO CREATE AN INTERNAL CREDIT RISK RATING OF PRODUCTION COMPANIES WITH THE USE OF OPERATIONAL RESEARCH METHOD

• Authors: Ewa Chodakowska , Katarzyna Wardzinska
• Languages of publication: EN

Abstracts

EN

In the article the ratings developed by Moody's Corporation, Standard & Poor's Ratings Services and financial data of Polish windows manufactures were analyzed. Ratings published by international agencies were compared with an independently developed rating. Authors made an attempt to verify the hypothesis whether the internal rating created by means of operational research method, significantly differs from the ratings prepared by international rating agencies. In the article mathematical possibilities of potential changes in credit rating were presented.

Keywords

EN

rating; credit risk; operational research; DEA

• Publisher: Katedra Ekonometrii i Statystyki, Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
• Journal: Metody Ilościowe w Badaniach Ekonomicznych
• Year: 2013
• Volume: 14
• Issue: 1
• Pages: 74-83

Dates

published

2013

Contributors

author

Ewa Chodakowska

• Faculty of Management, Bialystok University of Technology

author

Katarzyna Wardzinska

• Faculty of Management, Bialystok University of Technology

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