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Operational multidimensional character of the credit-scoring models, applicable to the BSE listed companies, section of equipments

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Author Info
Cristina Maria Triandafil (Academy of Economic Studies, Bucharest)
Petre Brezeanu (Academy of Economic Studies, Bucharest)

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Abstract

This paper focuses on the two-side practical approach of credit-scoring models: corporate default prediction and corporate economical performance hierarchization. Taking as database the most 9 representative listed companies on the Bucharest Stock Exchange within the equipment field, the case-study implies the elaboration using Linear Discriminant Analysis of a specific credit scoring model, especially adapted to the afore-mentioned sample of firms, and the valorization of this credit-scoring model as a corporate default predictor and also as an economical performance hierarchization tool..

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File URL: http://www.managementmarketing.ro/pdf/articole/70.pdf
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Publisher Info
Article provided by Economic Publishing House in its journal Management & Marketing.

Volume (Year): 2 (2007)
Issue (Month): 3 (Autumn)
Pages:
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Handle: RePEc:eph:journl:v:2:y:2007:i:3:n:5

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Related research
Keywords: default valuation; default predictors; credit-scoring model; cluster analysis.;

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