The propose of credit rating model within the frame of Basel criterias

This research focuses on the credit rating methods based on the Basel criteria and aims at applying these methods to actual cases. Accordingly, in the first chapter of the thesis, the historical account of the Basel acts has been provided together with the detailed analysis of the Basel I, the Basel II, the Basel III, and the Basel IV. The second chapter discusses the history and the methods of the credit rating. The third chapter, on the other hand, analyses the survey results which were conducted with the banking sector employees. In this chapter, the validity of the credit rating methods has also been evaluated. In the fourth chapter of the thesis, the ratios and the weights to be used in the credit rating are determined based on the Analytical Network Process approach and the Super Decision model. Determining the ratios and weights to be used, this model has been applied to the companies working in different sectors and which have already been rated by the independent rating institutions. Then, these scores based on the modeling proposed by this research are compared with the scores provided by the independent rating institutions. As our results are consistent with the scores measured by the independent rating institutions, the proposed model is also applied to the companies working in Manisa Organised Industry Zone. Key Words: Basel I, Basel II, Basel III, Basel IV, Credit Rating Score, AnalyticNetwork Process, Super Decision Program, Credit Rating Method, History of Basel, History of Credit Rating