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Analysis models for the financial risk

Author

Listed:
  • Alexandru Manole

    (“ARTIFEX” University of Bucharest)

  • Madalina Anghel

    (“ARTIFEX” University of Bucharest)

  • Emilia Stanciu

    (Bucharest University of Economic Studies)

  • Alexandru Badiu

    (Bucharest University of Economic Studies)

Abstract

In this paper, the authors present a set of indicators and analysis models for the study of financial risks: the global profitability threshold, the financial structure, the financial profitability rate, the scoring-based bankruptcy risk valuation Altman and Canon-Holder models. In order to evaluate the financial risk assumed by an economic agent a methodology will be presented, adding the financial expenditures of the company in calculations. For a certain level of activity, for a certain amount of external investments attracted, these expenditures might be considered fix capital.

Suggested Citation

  • Alexandru Manole & Madalina Anghel & Emilia Stanciu & Alexandru Badiu, 2016. "Analysis models for the financial risk," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(9), pages 73-80, September.
  • Handle: RePEc:rsr:supplm:v:64:y:2016:i:9:p:73-80
    as

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    References listed on IDEAS

    as
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    3. Beeler, Jason & Campbell, John Y., 2012. "The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment," Critical Finance Review, now publishers, vol. 1(1), pages 141-182, January.
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    5. Petrasek, Lubomir, 2012. "Multimarket trading and corporate bond liquidity," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2110-2121.
    6. Petra Nieken, 2010. "On the Choice of Risk and Effort in Tournaments-Experimental Evidence," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 19(3), pages 811-840, September.
    7. Jan Werner, 2009. "Risk and risk aversion when states of nature matter," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(2), pages 231-246, November.
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    More about this item

    Keywords

    risk; capital; scoring; indicator; threshold;

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