Institution: | 1. Centre for Research on e-Finance, Group for Research in Decision Analysis, and Department of Management Sciences , HEC Montréal, 3000 chemin de la Cóte-Sainte-Catherine, Montréal, Canada H3T 2A7;2. GERAD, Brock University , 500 Glenridge Avenue, St Catharines, Ontario, Canada L2S 3A1 hatem.ben-ameur@hec.ca;4. Credit Models , Banca IMI , 6 Corso Matteotti, 20121 Milano, Italy;5. Department of Management Science and Engineering, 494 Terman Building , Stanford University , CA 94305, USA and Barclays Capital |