Using credit scoring method for probability of non-financial companies default estimation at industry level
The aim of this paper is to examine the determinants of probability of default for Romanian non-financial companies and to estimate the probability of default with credit scoring models. We develop six separate default models (for the following sectors: agriculture, trade, construction, industry, transport, storage and communication) for two time horizons: 1 year and 2 years.
Volume (Year): 1 (2009)
Issue (Month): 9 (May)
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