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dc.contributor.author | Bravo Sellés, Milagros | es_ES |
dc.contributor.author | Pla Santamaría, David | es_ES |
dc.date.accessioned | 2014-01-23T12:40:54Z | |
dc.date.issued | 2012-08 | |
dc.identifier.issn | 0315-5986 | |
dc.identifier.uri | http://hdl.handle.net/10251/35042 | |
dc.description.abstract | [EN] This paper aims at evaluating loan performance of bank offices. For this purpose, a multicriteria decision support model given uncertainty is developed, in which the criteria to evaluate loan performance are the different discount rates which can be potentially used to compute the net present value (NPV) of each loan outflow and repayment inflow. This proposal is motivated by the fact that the true discount rate (opportunity cost of capital) is uncertain. The bank offices are classified in non-dominated and dominated by other bank offices in terms of loan performance from the multiple NPV criteria. As a further result, a complete ranking of the bank offices from their performance indexes is obtained. This ranking relies on a principle of moderate pessimism to solve uncertainty tables. Although the proposed method is applicable to various types of loans, the special class of personal loans is emphasised in the paper. As an actual case, a set of bank offices are evaluated from their loans and repayments during the period 2001-2010. Numerical data are tabulated together with the computing process and the results. | es_ES |
dc.description.sponsorship | This work has been financially supported by the Spanish Ministry of Science and Innovation, project number ECO2011-28927. | |
dc.language | Inglés | es_ES |
dc.publisher | University of Toronto Press | es_ES |
dc.relation.ispartof | Information Systems and Operational Research | es_ES |
dc.rights | Reserva de todos los derechos | es_ES |
dc.subject | Multicriteria decision-making | es_ES |
dc.subject | Bank offices | es_ES |
dc.subject | Loan | es_ES |
dc.subject | Performance | es_ES |
dc.subject | Uncertainty | es_ES |
dc.subject.classification | ECONOMIA APLICADA | es_ES |
dc.subject.classification | ECONOMIA FINANCIERA Y CONTABILIDAD | es_ES |
dc.title | Evaluating loan performance for bank offices: a multicriteria decision-making approach | es_ES |
dc.type | Artículo | es_ES |
dc.embargo.lift | 10000-01-01 | |
dc.embargo.terms | forever | es_ES |
dc.identifier.doi | 10.3138/INFOR.50.3.127 | |
dc.relation.projectID | info:eu-repo/grantAgreement/MICINN//ECO2011-28927/ES/EL PAPEL DE LOS MERCADOS FINANCIEROS EN EL DESARROLLO SOSTENIBLE: INTEGRACION DE CRITERIOS DE RESPONSABILIDAD SOCIAL, ETICOS Y MEDIOAMBIENTALES EN LAS DECISIONES DE INVERSION/ | es_ES |
dc.rights.accessRights | Cerrado | es_ES |
dc.contributor.affiliation | Universitat Politècnica de València. Departamento de Economía y Ciencias Sociales - Departament d'Economia i Ciències Socials | es_ES |
dc.description.bibliographicCitation | Bravo Sellés, M.; Pla Santamaría, D. (2012). Evaluating loan performance for bank offices: a multicriteria decision-making approach. Information Systems and Operational Research. 50(3):127-133. https://doi.org/10.3138/INFOR.50.3.127 | es_ES |
dc.description.accrualMethod | S | es_ES |
dc.relation.publisherversion | http://utpjournals.metapress.com/content/v9327083x68u4502/?genre=article&id=doi%3a10.3138%2finfor.50.3.127 | es_ES |
dc.description.upvformatpinicio | 127 | es_ES |
dc.description.upvformatpfin | 133 | es_ES |
dc.type.version | info:eu-repo/semantics/publishedVersion | es_ES |
dc.description.volume | 50 | es_ES |
dc.description.issue | 3 | es_ES |
dc.relation.senia | 237628 | |
dc.identifier.eissn | 1916-0615 | |
dc.contributor.funder | Ministerio de Ciencia e Innovación | |
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