برآورد و مقايسه ي مدل درجه بندي اعتباري لاجيت با روش تجزيه و تحليل سلسله مراتبي ( AHP )

CREDIT SCORING MODELS FOR A PRIVATE BANK: A COMPARISON BETWEEN THE LOGIT AND AHP METHODS

In this paper, the relative robustness of two types of credit scoring models are determined in evaluating the credit risk of corporate bank customers in the case of a private bank. This has been done by using the financial information of the bank and constructing a logit, model and a non parametric AHP model. The result, is in favor of the AHP method, which perforins better in terms of representing lower values for the first and second type errors.