Search Results - subject:"discrimination analysis"

Bankruptcy prediction models based on value measures

Jaki, Andrzej; Cwięk, Wojciech - In: Journal of risk and financial management : JRFM 14 (2021) 1/6, pp. 1-14

In the existing studies devoted to predicting bankruptcy, the authors of such models only used book measures. Considering the fact that the evolution of corporate measure efficiency (in addition to book measures) brought into existence and exposed the importance of cash measures, market...

Persistent link: https://www.econbiz.de/10012404180

Bankruptcy prediction models based on value measures

Jaki, Andrzej; Ćwięk, Wojciech - In: Journal of Risk and Financial Management 14 (2021) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10012611564

Analysis With Financial Ratios of Effects of 1994 – 2001 Economic Crisis Experienced in Turkish Economy and 2008 Global Economic Crisis on Manufacturing Industry Sector

Serdar Karaca, Suleyman; Cigdem, Resid - In: Business and Economics Research Journal 4 (2013) 3, pp. 41-41

revealed by Factor and Discrimination Analysis using financial ratios. In this study, financial ratios, liquidity ratios … (productivity, risk and profitability) by Factor Analysis. Discrimination Analysis was treated to those three factors and the …

Persistent link: https://www.econbiz.de/10010991039

Default Predictors in Retail Credit Scoring: Evidence from Czech Banking Data

Kocenda, Evzen; Vojtek, Martin - William Davidson Institute, University of Michigan - 2011

Credit to the private sector has risen rapidly in European emerging markets but its risk evaluation has been largely neglected. Using retail-loan banking data from the Czech Republic we construct two credit risk models based on logistic regression and Classification and Regression Trees. Both...

Persistent link: https://www.econbiz.de/10010545908

Default Predictors and Credit Scoring Models for Retail Banking

Kocenda, Evžen; Vojtek, Martin - CESifo - 2009

This paper develops a specification of the credit scoring model with high discriminatory power to analyze data on loans at the retail banking market. Parametric and non- parametric approaches are employed to produce three models using logistic regression (parametric) and one model using...

Persistent link: https://www.econbiz.de/10008572500

Default predictors and credit scoring models for retail banking

Kocenda, Evézen; Vojtek, Martin - 2009

Persistent link: https://www.econbiz.de/10010265990

The prediction capabilities of bankruptcy models in a different environment : an example of the Altman model under the conditions in the V4 countries

Režnáková, Mária; Karas, Michal - In: Ekonomický časopis : časopis pre ekonomickú … 63 (2015) 6, pp. 617-633

Persistent link: https://www.econbiz.de/10011376255

Forecasting of the financial threat. Predictional value of the Polish models of discrimination analysis

Hamrol, Miroslaw; Chodakowski, Jaroslaw - In: Operations Research and Decisions 3 (2008), pp. 17-32

The aim of the study is to empirically verify the usefulness the Polish models of discrimination analysis to the … models constructed on the basis of the discrimination analysis characterize high predictional value even two years before … discrimination analysis should not be treated as final. Properly used models can be solely important help in the assessment the real …

Persistent link: https://www.econbiz.de/10008777320

Credit-Scoring Methods (in English)

Vojtek, Martin; Koèenda, Evžen - In: Czech Journal of Economics and Finance (Finance a uver) 56 (2006) 3-4, pp. 152-167

The paper reviews the best-developed and most frequently applied methods of credit scoring employed by commercial banks when evaluating loan applications. The authors concentrate on retail loans – applied research in this segment is limited, though there has been a sharp increase in the volume...

Persistent link: https://www.econbiz.de/10005698618

Default predictors in retail credit scoring : evidence from Czech banking data

Kočenda, Evžen; Vojtek, Martin - In: Emerging markets finance & trade : a journal of the … 47 (2011) 6, pp. 80-98

Persistent link: https://www.econbiz.de/10009563065