Showing 1 - 10 of 51
Based on a rich dataset of recoveries donated by a debt collection business, recovery rates for non-performing loans taken from a single European country are modelled using linear regression, linear regression with Lasso, beta regression and inflated beta regression. We also propose a two-stage...
Persistent link: https://www.econbiz.de/10012016013
In this study, we design stepwise ordinary least squares regression models using various amalgamations of firm features, loan characteristics and macroeconomic variables to forecast workout recovery rates for defaulted bank loans for private non-financial corporates under downturn conditions in...
Persistent link: https://www.econbiz.de/10013556740
Over time, companies have faced many crises that have impacted their capacity to remain operational in the market. When going through periods of financial distress, companies must find solutions to face the risks and to fulfill the going concern assumption, which is an essential principle in...
Persistent link: https://www.econbiz.de/10015325254
This study aims to check market reaction to filing for bankruptcy and restructuring proceedings and to verify the short … companies according to the procedure (bankruptcy and restructuring) and market (the main market and the NewConnect market). The … share market react quickly to public information about filing an application for bankruptcy or restructuring. For all …
Persistent link: https://www.econbiz.de/10012508551
, the SC members may cooperate, reducing their bankruptcy risk considerably; thus, the chance for and extent of inter …-entity financial aid are critical to consider when assessing bankruptcy risk. A cooperative SC member cannot just be financed from debt … our results, bankruptcy risk is SC-specific, rather than a characteristic of an individual firm. Therefore, to finance an …
Persistent link: https://www.econbiz.de/10013364873
risk, probability of bankruptcy, and level of solvency. To achieve these results, 416 companies were analysed based on …-score model to predict bankruptcy, and, finally, logistic regression analysis to answer the hypotheses. The results show that the …
Persistent link: https://www.econbiz.de/10014636704
The paper aims to investigate the effects of financial distress risk (FDR) and related party transactions (RPT) on financial reporting quality (FRQ) in an emerging market called Iran. In this study, the ordinary least squares regression (OLS) method is employed to test the hypotheses; moreover,...
Persistent link: https://www.econbiz.de/10013093083
This article presents a comparative analysis of machine learning models for business failure prediction. Bankruptcy … machine learning techniques have advanced, there has been much interest in predicting bankruptcy due to their capacity to … into the most suitable model for accurate bankruptcy prediction in Pakistani companies. The results contribute to the …
Persistent link: https://www.econbiz.de/10014391775
Predicting the risk of corporate bankruptcy is one of the most important challenges for researchers dealing with the … issue of financial health evaluation. The risk of corporate bankruptcy is most often assessed with the use of early warning … paper was to select the most suitable financial features for bankruptcy prediction. The research sample consisted of …
Persistent link: https://www.econbiz.de/10014436563
principal component analysis (PCA) on 40 variables already used in the bankruptcy failure literature, resulting in the formation …
Persistent link: https://www.econbiz.de/10015325268