Szacowanie ryzyka kredytowego przedsiębiorstw z wykorzystaniem wybranych metod oceny ryzyka kredytowego ze szczególnym uwzględnieniem metody DEA
Estimating the Credit Risks of Companies on the Basis of Some Methods of Credit Risk Assessment With Special Reference Dea Method

Summary/Abstract: The subject of the present article is a new procedure forecasting credit risk of companies in Polish economy environment. 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 comparision of suggested DEA method with currently used procedures, namely point method, discriminative analysis and linear regression. Considering the research, it can be concludede that DEA method facilitates forecasting financial problems, including bankruptcy of companies in Polish economic conditions, and its effective-ness is comparable or even greater than approaches implemented so far.

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