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A new approach to testing credit rating of financial debt issuers

O'Neill, Terence; Penm, Jack HW


Conventional methods to test for credit ratings of financial debt issuers based on current means of classification are typically undertaken in the framework of applied statistical methods. In this paper, a newly introduced approach, Support Vector Machines (SVMs), has been applied to test a set of Standard & Poor (S&P)'s issuers' credit rating data. The primary purpose of this credit rating analysis is to measure the credit worthiness of credit securities' issuers and thus provide investors...[Show more]

CollectionsANU Research Publications
Date published: 2007
Type: Journal article
Source: International Journal of Services and Standards
DOI: 10.1504/IJSS.2007.015223


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