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Scoring as an Indicator of Financial Stability

In: CNB Financial Stability Report 2007

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  • Petr Jakubik
  • Petr Teply

Abstract

This article presents a financial scoring model estimated on Czech corporate accounting data. Seven financial indicators capable of explaining business failure at a 1-year prediction horizon are identified. Using the model estimated in this way, an aggregate indicator of the creditworthiness of the Czech corporate sector is then constructed and its evolution over time is shown. This indicator aids the estimation of the risks of this sector gong forward and broadens the existing analytical set-up used by the Czech National Bank for its financial stability analyses. The results suggest that the creditworthiness of the Czech corporate sector steadily improved between 2004 and 2006.

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Bibliographic Info

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This chapter was published in: Petr Jakubik & Petr Teply CNB Financial Stability Report 2007, , chapter Thematic Article 2, pages 76-85, 2008.

This item is provided by Czech National Bank, Research Department in its series Occasional Publications - Chapters in Edited Volumes with number fsr07/2.

Handle: RePEc:cnb:ocpubc:fsr07/2

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