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Ayrıntılı Bilimsel Program ve Bildiri Özetleri - YAEM2010

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YAEM 2010<br />

YÖNEYLEM ARAÞTIRMASI VE ENDÜSTRÝ MÜHENDÝSLÝGI 30. ULUSAL KONGRESÝ<br />

software languages with performance within their industry does not<br />

depend on their own performance. Therefore evaluation of software<br />

languages is a multi criteria decision making problem that requires a<br />

lot of evaluation criteria. This study has aimed at finding the best<br />

decision between object-oriented languages which use objects and<br />

data structures consisting data fields and methods together with their<br />

interactions for designing applications and computer programs (C++,<br />

C#, Java, Python, Ruby, Perl) and criterions for programming courses<br />

with fuzzy AHP, and obtaining ranking for software languages and<br />

criteria were gi<strong>ve</strong>n.<br />

Evaluation of a Firm's Credit Risk Rating: An Analytic Network<br />

Process Approach<br />

Gökhan Gencer, Ýlker Yusuf Topçu<br />

Istanbul Technical Uni<strong>ve</strong>rsity, Istanbul<br />

As we saw in the 2007 crisis, the important use of financial methods<br />

may lead to unacceptable results. These financial methods include<br />

credit risk evaluation of the firms. The scope of this study is the risk<br />

rating of non-financial and non-bank firms both corporate and SME.<br />

The evaluation of the companies with a credit risk aspect takes many<br />

factors, both qualitati<strong>ve</strong> and quantitati<strong>ve</strong>, into consideration. This<br />

problem is a typical example of a 'Multi Criteria Decision Making<br />

Problem'. The network of relations has leaded us to the use of<br />

'Analytic Network Process' approach where we ha<strong>ve</strong> analyzed the<br />

factors that affect the credit risk rating of firms. These factors ha<strong>ve</strong><br />

first been obtained through the literature and then a group of experts,<br />

professionals from the credit and risk departments of corporate<br />

banks, ha<strong>ve</strong> been asked to review the list of factors. Then the<br />

relationships among these factors ha<strong>ve</strong> been identified by the same<br />

group of experts. Furthermore, these factors ha<strong>ve</strong> been compared<br />

pairwisely to determine their relati<strong>ve</strong> importance. The aim of this<br />

process is to create a decision support model for a corporate bank<br />

management to better evaluate credit risk rating of corporate firms.<br />

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