Bond Ratings Classification Models
Student Name: V.Fani Vamsidhar B.
This was the first
study undertaken in my supervision for modeling CRISIL bond ratings. The
methodology of attacking this problem was first streamlined through this
study. In this project, Multiple Discriminant Analysis and Artificial Neural
Network models were utilized for predicting CRISIL bond rating based on
financial fundamentals of all the bonds rated by CRISIL for the calendar
year 1996. Artificial Neural Networks were found to outperform the Multiple
Discriminant Analysis models.