The Score Models For Analyzing The Bankruptcy Risk. Some Specific Features For The Case Of Romania
AbstractThe paper presents some of the most relevant score functions developed worldwide, used to assess the bankruptcy risk. Among these, we mention the Altman model, developed in 1968, the model elaborated by the Central Bank of France, by Conan and Holder, or by Ohlson. Also, we present the models developed in Romania, with the specific features that such score functions have for the Romanian theory and practice. We also emphasize the limits of using the score functions in analyzing the bankruptcy risk and the difficulties of elaborating them for the case of Romania.
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Bibliographic InfoArticle provided by University of Craiova, Faculty of Economics and Business Administration in its journal Revista Tinerior Economisti(The Young Economists Journal).
Volume (Year): 1 (2011)
Issue (Month): 16 (April)
critical; statistical methodology; discriminant analysis; bankruptcy risk; failure; financial distress; score function.;
Find related papers by JEL classification:
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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