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New contents and perspectives in the risk analysis of enterprises

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  • Greta Falavigna

Abstract

This paper presents a survey of techniques used for default risk analysis and it illustrates the reasons why a large number of researchers study the insolvency of firms. Firstly, there is an introduction on Basel II focusing on the first pillar and the new standards dictated by the New Basel Capital Accord (as reference, see: International Convergence of Capital Measurement and Capital Standards, Basel Committee on Banking Supervision, June 2004, Bank for International Settlements). This is followed by brief remarks about default definition and the following sections analyse different methods used for the study of default risk focusing on artificial neural network methodologies. The goal of this work is to understand if it is possible to use complex systems for the analysis of default risk and which model is the best.

Suggested Citation

  • Greta Falavigna, 2008. "New contents and perspectives in the risk analysis of enterprises," International Journal of Business Performance Management, Inderscience Enterprises Ltd, vol. 10(2/3), pages 136-173.
    • Handle: RePEc:ids:ijbpma:v:10:y:2008:i:2/3:p:136-173
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    Cited by:

    1. Casagranda, Ivo & Costantino, Giorgio & Falavigna, Greta & Furlan, Raffaello & Ippoliti, Roberto, 2016. "Artificial Neural Networks and risk stratification models in Emergency Departments: The policy maker's perspective," Health Policy, Elsevier, vol. 120(1), pages 111-119.
    2. Ivo Casagranda Ivo & Giorgio Costantino & Greta Falavigna & Raffaello Furlan & Roberto Ippoliti, 2014. "Artificial Neural Networks and risk stratification in Emergency department," CERIS Working Paper 201412, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.

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