Sökning: "Z-Score model"

Visar resultat 1 - 5 av 35 uppsatser innehållade orden Z-Score model.

  1. 1. ESG Performance and Probability of Default

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Julius Bengtsson; Magnus Fredriksson; [2024]
    Nyckelord :ESG; CSR; Stakeholder Theory; Probability of Default;

    Sammanfattning : This study aims to investigate how firms' ESG performance affects their probability of default for Nordic listed firms. Based on stakeholder theory as well as findings from previous literature, we hypothesise that this relationship is negative as our main hypothesis. LÄS MER

  3. 2. Bank Stability and Economic Growth: Panel Evidence from the Covid-19 Pandemic

    Kandidat-uppsats,

    Författare :Joel Gabrielsson; Emma Gustavsson; [2023-07-03]
    Nyckelord :Bank Stability; Economic Growth; European Union; Financial Sector; Financial stability; Non-performing loans; Z-score;

    Sammanfattning : This study aims to investigate the relationship between bank stability and economic growth, and in particular if it changes during the early stages of the Covid-19 pandemic. This is investigated by means of a panel data study of 24 EU countries between 2006-2020, utilizing a fixed effects model. LÄS MER

  4. 3. Maskininlärning & Random Forest: Överträffar traditionella kreditmodeller

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Simon Johansson; [2023]
    Nyckelord :Altman Z-Score; Random Forest; Machine Learning; Bankruptcy prediction; Business and Economics;

    Sammanfattning : The Altman Z-Score model is one of the most famous models för predicting bankruptcy and measuring financial distress for companies. It uses multivariate discriminant analysis to classify companies in three different groups based on their calculated Z-Score. LÄS MER

  5. 4. Application of the Merton Model and the Altman Z-score Model in Credit Risk Assessment - an Empirical Study on Chinese Listed Companies

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Runzhou Chen; Hongzhe Fu; [2023]
    Nyckelord :Credit risk assessment; the Merton Model; The Altman Z-score model; Chinese market; Business and Economics;

    Sammanfattning : Corporate default poses significant risks to investors and stakeholders, highlighting the importance of predicting and managing financial risk effectively. When the geographical scope is narrowed down to China, the unique characteristics of the Chinese market, such as the lack of comprehensive credit risk databases and the influence of state-owned enterprises and small-medium enterprises, present challenges in accurately assessing creditworthiness. LÄS MER

  7. 5. Predicting corporate financial distress- A deep neural network approach

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Adam Eklund; Petter Lundgren; [2022-06-29]
    Nyckelord :;

    Sammanfattning : Background. Predicting bankruptcy is of great importance for creditors, investors and other stakeholders. Early warning signs of financial distress allow stakeholders to take action to minimize the negative consequences of a bankruptcy. LÄS MER