Multidimensionalitatea operationala a modelelor de credit-scoring, cu aplicabilitate practica pe firmele cotate la BVB, sectiunea echipamente
Operational multidimensional character of the credit-scoring models, applicable to the BSE listed companies, section of equipments
Author(s): Cristina Maria Triandafil, Petre BrezeanuSubject(s): Economy
Published by: Editura Economica
Keywords: default valuation; default predictors; credit-scoring model; cluster analysis; Romanian stock exchange;
Summary/Abstract: This paper focuses on the two-side practical approach of credit-scoring models: corporate default prediction and corporate economical performance hierarchization. Taking as database the most 9 representative listed companies on the Bucharest Stock Exchange within the equipment field, the case-study implies the elaboration using Linear Discriminant Analysis of a specific credit scoring model, especially adapted to the afore-mentioned sample of firms, and the valorization of this credit-scoring model as a corporate default predictor and also as an economical performance hierarchization tool
Journal: Management & Marketing - Bucharest
- Issue Year: 2007
- Issue No: 3
- Page Range: 45-63
- Page Count: 9
- Language: Romanian