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Predicting Railroad Bankruptcies in America

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Author Info
Edward I. Altman
Abstract

The purpose of this paper is to discuss the urgent need for an early-warning system covering the historically failure-prone railroad industry and to develop a tool for providing such a system. A multivariate statistical technique called linear discriminant analysis is utilized to identify and quantify those financial measures which are effective indicators of bankruptcies. A model which combined several financial statement ratios proved to be extremely accurate in predicting railroad bankruptcies at one and two annual financial statement dates prior to failure. Subsequent tests on additional railroad samples confirm the validity of the model. Finally, currently existing railroads in America are assessed for their bankruptcy potential by this diagnostic model.

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Publisher Info
Article provided by The RAND Corporation in its journal Bell Journal of Economics.

Volume (Year): 4 (1973)
Issue (Month): 1 (Spring)
Pages: 184-211
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Handle: RePEc:rje:bellje:v:4:y:1973:i:spring:p:184-211

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  2. Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper F., 2008. "Firm Default and Aggregate Fluctuations," CEPR Discussion Papers 7083, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  3. Carling, Kenneth & Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper, 2002. "Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy," Working Paper Series 142, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
  4. Jordan, Jeffrey L., 1998. "Georgia Water Series -- Issue 3: Evaluating Water System Financial Performance And Financing Options," Faculty Series 16712, University of Georgia, Department of Agricultural and Applied Economics. [Downloadable!]
  5. Bensassi, Sami, 2008. "Le développement économique des prestataires logistiques
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  6. Carling, Kenneth & Rönnegård, Lars & Roszbach, Kasper, 2004. "Is Firm Interdependence within Industries Important for Portfolio Credit Risk?," Working Paper Series 168, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
  7. Luigi Zingales, 1997. "Survival of the Fittest or the Fattest? Exit and Financing in the Trucking Industry," NBER Working Papers 6273, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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