Earticle

초록

영어

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, in this study we present a medium sized corporate credit rating system by using Artificial Neural Network(ANN) and Analytical Hierarchy Process(AHP). Also, we developed AHP model for credit rating using non-financial information. For the purpose of completed credit rating model, we integrated the ANN and AHP model using both financial information and non-financial information. Finally, the credit ratings of each firm are assigned by the proposed method.

목차

Abstract
 1. 서론
 2. 신용평가 연구
 3. 연구모형
 4. 신용평가모형의 개발
  4.1 재무모형의 개발
  4.2 비재무모형의 개발
  4.3 재무등급과 비재무등급을 통합한 신용등급산출
 5. 결론
 6. 참고문헌

키워드

저자

• 박철수 [ Cheol-Soo Park | 한라대학교 경영학과 ] 교신저자

참고문헌

발행기관

간행물

표지보기 관심저널 등록

• 간행물명

  대한안전경영과학회지 [Journal of Korea Safety Management & Science]

• 간기

  계간

• pISSN

  1229-6783

• eISSN

  2288-1484

• 수록기간

  1999~2025

• 십진분류

  KDC 530 DDC 620