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Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs
Perederiy, Volodymyr (contributor) - 2007
. -- Logistische Regression ; Varablenauswahl ; Insolvenzprognose ; Bilanzanalyse ; bilanzielle Kennzahl ; Liquidität ; Solvenz … Kennzahlenkategorien (Rentabilität, Effizienz, Unternehmensgröße) - zur Insolvenzprognose für deutsche GmbHs verwendet. Es wird … demonstriert, dass die kombinierte Kennzahl die Insolvenzprognose verbessert und dabei leicht interpretierbar bleibt …
Persistent link: https://www.econbiz.de/10003635001
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Development of a financial health indicator based on companies' annual accounts
Vivet, David - 2011
This document describes the development of a financial health indicator based on companies' financial statements. This indicator is conceived as a weighted combination of variables, which is obtained through a model discriminating between failing firms and non-failing firms. The definition of...
Persistent link: https://www.econbiz.de/10011596313
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A bankruptcy probability model for assessing credit risk on corporate loans with automated variable selection
Hjelseth, Ida Nervik; Raknerud, Arvid; Vatne, Bjørn Helge - 2022
We propose an econometric model for predicting the share of bank debt held by bankrupt firms by combining a novel set of firm-level financial variables and macroeconomic indicators. Our firm-level data include payment remarks in the form of debt collections from private agencies and attachments...
Persistent link: https://www.econbiz.de/10013337991
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Die Entwicklung der empirischen Bilanzforschung zur Identifizierung gefährdeter Unternehmen
Rösler, Joachim - 1985
Persistent link: https://www.econbiz.de/10011747212
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Die Entwicklung der empirischen Bilanzforschung zur Identifizierung gefährdeter Unternehmen
Rösler, Joachim - 1985
Persistent link: https://www.econbiz.de/10013396851
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Default rates in the loan market for SMEs : evidence from Slovakia
Fidrmuc, Jarko; Hainz, Christa; Malesich, Anton - 2007
Banks entering an emerging market face a lot of uncertainty about the risks involved in lending. We use a unique unbalanced panel of nearly 700 short-term loans made to SMEs in Slovakia between January 2000 and June 2005. Of the loans granted, on average 6.0 per cent of the firms defaulted....
Persistent link: https://www.econbiz.de/10003470476
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Financial distress as an agency problem : evidence on non-monotonic and substitute discipline effects of leverage and competition
Uğur, Mehmet; Solomon, Edna Maeyen; Zeynalov, Ayaz - 2021
This paper addresses two issues encountered in the empirical financial distress literature: a-theoretical treatment of leverage and product-market competition as predictors of financial distress hazard; and lack of attention to frailty as a potential source of bias in reported estimates. We...
Persistent link: https://www.econbiz.de/10014533532
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Inference in regression discontinuity designs with a discrete running variable
Kolesár, Michal; Rothe, Christoph - 2016
We consider inference in regression discontinuity designs when the running variable only takes a moderate number of distinct values. In particular, we study the common practice of using confidence intervals (CIs) based on standard errors that are clustered by the running variable. We derive...
Persistent link: https://www.econbiz.de/10011493691
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Stress testing German banks in a downturn in the automobile industry
Düllmann, Klaus; Erdelmeier, Martin - 2009
In this paper we stress-test credit portfolios of 28 German banks based on a Mertontype multi-factor credit risk model. The ad-hoc stress scenario is an economic downturn in the automobile industry that constitutes an exceptional but plausible event suggested by historical data. Rather than on a...
Persistent link: https://www.econbiz.de/10003813026
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Default risk calculation based on predictor selection for the Southeast Asian industry
Härdle, Wolfgang; Prastyo, Dedy Dwi - 2013
Probability of default prediction is one of the important tasks of rating agencies as well as of banks and other financial companies to measure the default risk of their counterparties. Knowing predictors that significantly contribute to default prediction provides a better insight into...
Persistent link: https://www.econbiz.de/10009779289