A multicriteria decision support system for bank rating

作者：Doumpos Michael^*; Zopounidis Constantin

来源：Decision Support Systems, 2010, 50(1): 55-63.

DOI：10.1016/j.dss.2010.07.002

• Banking
• Financial risk management
• Decision support systems
• Multicriteria decision aid
• Sensitivity analysis

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.

• 出版日期2010-12