Developing an information system for credit risk rating using analytical hierarchy process (AHP)

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dc.contributorGraduate Program in Management Information Systems.
dc.contributor.advisorTükel, Ali.
dc.contributor.authorTekin, Bahar.
dc.date.accessioned2023-03-16T12:51:36Z
dc.date.available2023-03-16T12:51:36Z
dc.date.issued2008.
dc.description.abstractCredit risk management is one of the main activities of banks, and credit risk ratings are an essential part of the process. In the rating process statistical models and judgmental systems can be employed. At the evaluation of larger exposures, however, judgmental systems are preferred more than statistical models, although they are more costly. Different parties in a bank participate through the rating process and since performance assessment criteria of these parties are totally different from each other, disagreements in the rating process are inevitable. This thesis aims to show the differences between the judgments of two departments through the credit risk rating process in one of the banks in Turkey. Additionally the effect of group decision making on the accuracy of credit risk ratings is aimed at. The information system developed for credit risk rating is based on a descriptive and structured model called the Analytical Hierarchy Process (AHP).
dc.format.extent30cm.
dc.format.pagesx, 113 leaves;
dc.identifier.otherMIS 2008 T45
dc.identifier.urihttps://digitalarchive.library.bogazici.edu.tr/handle/123456789/18124
dc.publisherThesis (M.A.)-Bogazici University. Institute for Graduate Studies in the Social Sciences, 2008.
dc.relationIncludes appendices.
dc.relationIncludes appendices.
dc.subject.lcshCredit -- Management.
dc.subject.lcshRisk management.
dc.subject.lcshInformation resources management.
dc.titleDeveloping an information system for credit risk rating using analytical hierarchy process (AHP)

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