Novel variants of the TOPSIS algorithm to select and rate the bank counterparties

Kala Nisha Gopinathan et al.

International Journal of Computational Economics and Econometrics2025https://doi.org/10.1504/ijcee.2025.10072593article
AJG 1ABDC C
Weight
0.50

What the paper says

Credit rating agencies (CRAs) assign ratings to banks using the through-the-cycle (TTC) approach, which often fails to reflect the current condition of banks. Selecting bank counterparties is crucial in the derivatives market, with credit ratings typically guiding this choice. This study introduces two innovative variants of the technique for order of preference by similarity to the ideal solution (TOPSIS) for selecting and rating bank counterparties. These variants, TOPSIS1 and TOPSIS2, depart from the traditional TTC approach by using point-in-time analysis. We analyse the TOPSIS scores and rankings using statistical measures like Spearman's rank correlation coefficient. The results show that TOPSIS2 is a practical, interpretable method for rating unrated banks, predicting upgrades/downgrades, and mitigating counterparty credit risk (CCR).

Open paper page →

Cite this paper

https://doi.org/https://doi.org/10.1504/ijcee.2025.10072593

Or copy a formatted citation

@article{kala2025,
  title        = {{Novel variants of the TOPSIS algorithm to select and rate the bank counterparties}},
  author       = {Kala Nisha Gopinathan et al.},
  journal      = {International Journal of Computational Economics and Econometrics},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.1504/ijcee.2025.10072593},
}

Paste directly into BibTeX, Zotero, or your reference manager.

Flag this paper

Novel variants of the TOPSIS algorithm to select and rate the bank counterparties

Flags are reviewed by the Arbiter methodology team within 5 business days.


Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.