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Statistical modelling to predict corporate default for Brazilian companies in the context of Basel II using a new set of financial ratios.
Minussi, J; Soopramanien, DGR; Worthington, DJ - 2007
This paper deals with statistical modelling to predict failure of Brazilian companies in the light of the Basel II definition of default using a new set of explanatory variables.A rearrangement in the official format of the Balance Sheet is put forward. From this rearrangement a framework of...
Persistent link: https://www.econbiz.de/10009433416
Cover Image
Statistical modelling to predict corporate default for Brazilian companies in the context of Basel II using a new set of financial ratios.
Minussi, J; Soopramanien, DGR; Worthington, DJ - 2007
This paper deals with statistical modelling to predict failure of Brazilian companies in the light of the Basel II definition of default using a new set of explanatory variables.A rearrangement in the official format of the Balance Sheet is put forward. From this rearrangement a framework of...
Persistent link: https://www.econbiz.de/10009433417