Using credit scoring method for probability of non-financial companies default estimation at industry level

The aim of this paper is to examine the determinants of probability of default for Romanian non-financial companies and to estimate the probability of default with credit scoring models. We develop six separate default models (for the following sectors: agriculture, trade, construction, industry, transport, storage and communication) for two time horizons: 1 year and 2 years.

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Year of publication:	2009
Authors:	TRENCA, Ioan ; BENYOVSZKI, Annamaria
Published in:	Finante - provocarile viitorului (Finance - Challenges of the Future). - Facultatea de Economie şi Administrarea Afacerilor, ISSN 1583-3712. - Vol. 1.2009, 9, p. 45-58
Publisher:	Facultatea de Economie şi Administrarea Afacerilor
Subject:	credit scoring \| probability of default \| scoring models

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Extent:	application/pdf
Type of publication:	Article
Language:	English
Classification:	C32 - Time-Series Models ; C52 - Model Evaluation and Testing
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008556716