The Score Models For Analyzing The Bankruptcy Risk. Some Specific Features For The Case Of Romania
The paper presents some of the most relevant score functions developed worldwide, used to assess the bankruptcy risk. Among these, we mention the Altman model, developed in 1968, the model elaborated by the Central Bank of France, by Conan and Holder, or by Ohlson. Also, we present the models developed in Romania, with the specific features that such score functions have for the Romanian theory and practice. We also emphasize the limits of using the score functions in analyzing the bankruptcy risk and the difficulties of elaborating them for the case of Romania
Volume (Year): 1 (2012)
Issue (Month): 18 (April)
|Contact details of provider:|| Postal: |
Phone: 004 0251 411317
Fax: 004 0251 411317
Web page: http://feaa.ucv.ro/Email:
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:aio:rteyej:v:1:y:2012:i:18:p:200-207. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ionascu Costel)
If references are entirely missing, you can add them using this form.