A comparison of the efficiencyon selected analytical methods in debt prediction
Journal Title: Zeszyty Naukowe Wyższej Szkoły Bankowej w Poznaniu - Year 2016, Vol 66, Issue 1
Abstract
The aim of the article is to compare selected discriminant models and the bankruptcy chance measure in credit risk evaluation. To this end, the following elements shall be employed: the classification matrix and Brier score. The outcomes of the analyses shall be confronted with a credit risk synthetic analysis performed by banks, which takes the form of the bank liability qualification from a given entity to the appropriate liability category. The analysis shall be performed with the use of financial data of 77 service providers housed within the Wielkopolskie voivodeship. The study results indicate that the degree of convergence in bank ratings related to credit risk, with indications of discriminant analysis models (88-94%), is higher than in the case of using a modified bankruptcy chance meter. In the latter case, the convergence with the bank rating amounts to 70%.
Authors and Affiliations
Angelika Sabuhoro
Keywords
Related Articles
- EP ID EP213050
- DOI -
- Views 133
- Downloads 0
Perception of the Euro vs. the Economic Performance of EU States
While it is true that the euro area states have seen multiple benefits from the adoption of a single currency, some of them turned out to be disconcertingly vulnerable to the impacts of the 2007-2008 financial crisis. As...
The Training of Future Teachers to Work in A Multicultural Environment: A Comparative Analysis of Canada and Ukraine
The article provides a comparative analysis of how future teachers in Canada and Ukraine are prepared to work in the multicultural environment. The author highlights the urgency of this kind of teacher training in the co...
An Analysis of the Organizational Culture of Start-ups
The subject of the organizational culture has interested theorists and management practitioners for a long time. Once underrated, nowadays considered as one of the most important intangible elements of organization manag...
Підготовка майбутніх вчителів до роботи в полікультурному середовищі: порівняльний аналіз Канади і України
У статті здійснено порівняльний аналіз стану підготовки майбутніх вчи-телів до роботи в полікультурному середовищі Канади та України. Наголошено на акту-альності підготовки вчителя до праці в умовах багатонаціонального й...
Wpływ zagrożeń migracyjnych na bezpieczeństwo państw europejskich
Niniejszy artykuł zawiera rozważania na temat wpływu procesów migracyjnych w Europie na poziom bezpieczeństwa społeczno-politycznego państw i jego obywateli. Jest to problem, który budzi wiele emocji, ponieważ wśród częś...