Sökning: "Bankruptcy prediction model"
Visar resultat 21 - 25 av 51 uppsatser innehållade orden Bankruptcy prediction model.
21. Effectiveness of the Altman Z-Score model : Does the Altman Z-Score model accurately capture the effects of Non-Performing Assets (NPA) in the Indian banking sector?
Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)Sammanfattning : The aim of this study is to measure the effectiveness of Altman’s Z-Score model using Non-performing assets (NPA) as a benchmark stability indicator. To do that, this paper examines if Altman’s Z Score Models capture the decline in financial health of the banks caused by the NPAs, using a two-fold analysis i.e. LÄS MER
22. IN SEARCH OF A PARSIMONIOUS BANKRUPTCY MODEL FOR PRIVATE FIRMS AND THE COST TO LENDERS
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This paper comprehensively reviews in excess of 200 financial and non-financial covariates in search of a parsimonious bankruptcy prediction model for the private market. Financial and real-estate companies aside, the entire population of Swedish independent, limited liability companies are examined between 1998-2017 corresponding to 245,844 unique companies and 55,411 corporate default events. LÄS MER
23. Bankruptcy Distributions and Modelling for Swedish Companies Using Logistic Regression
Master-uppsats, KTH/Matematisk statistikSammanfattning : This thesis discusses the concept of bankruptcy, or default, for Swedish companies. The actual distribution over time is considered both on aggregate level and within different industries. Several models are constructed to best possible describe the default frequency. LÄS MER
24. Bankruptcy Prediction of Swedish SMEs and the importance of CEO characteristics
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This thesis investigates whether an accounting-based bankruptcy prediction model based on the logit analysis developed by Altman and Sabato (2007) can be enhanced by incorporating CEO specific variables. The study concentrates on Swedish non-listed SMEs by reason that the SME sector is an important engine to the growth of the Swedish economy. LÄS MER
25. Comparative study of bankruptcy prediction model
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This paper evaluates the predictive ability of two recently proposed mixed bankruptcy prediction models, Chava & Jarrow (2004) and Campbell, Hilscher, and Szilagyi (2008) respectively,and evaluate the performance of the two models by ROC curve and CAP curve. The result shows, the model from Campbell et al is better. LÄS MER