The use of data envelopment analysis method for the estimation of companies’ credit risk
The use of data envelopment analysis method for the estimation of companies’ credit risk

Summary/Abstract: The subject matter of the present article is suggesting new proceedings of credit risk forecast in Polish economic conditions. What favours the suggessted approach is the fact that in Poland, unlike in western countries, DEA method has not yet been implemented in order to assess credit risk that companies face. The research described in the article has been conducted on the basis of comparison of suggested DEA method with currently used procedures, namely point method, discriminative analysis and linear regression. Considering the research, it can be concluded that DEA method facilitates forecasting financial problems, including bankruptcy of companies in Polish economic conditions, and its effectiveness is comparable or even greater than approaches implemented so far.

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