Optimal Scaling for Risk Assessment: Merging of Operational and Financial Data

摘要: The focus of the paper is use optimal scaling techniques to reduce dimensionality ordinal variables describing quality services a continuous score interpretable as measure operational risk. This new risk merged with financial in order obtain an integrated proposed integration methodology generalization merging model suggested Fagini and Giudici (J. Oper. Res. Soc. 2010; press) for hierarchical data structure. In demonstrate methodology, we real from telecommunication company providing enterprises different business lines geographical locations. For each enterprise, have collected information about performance. approach demonstrated this case study can be generalized general service providers who are concerned by both solvency their customers. Copyright © 2010 John Wiley & Sons, Ltd.