Using credit scoring method for probability of non-financial companies default estimation at industry level

Ioan Trenca and Annamária Dézsi-Benyovszki ()

Finante - provocarile viitorului (Finance - Challenges of the Future), 2009, vol. 1, issue 9, 45-58

Abstract: The aim of this paper is to examine the determinants of probability of default for Romanian non-financial companies and to estimate the probability of default with credit scoring models. We develop six separate default models (for the following sectors: agriculture, trade, construction, industry, transport, storage and communication) for two time horizons: 1 year and 2 years.

Keywords: credit scoring; probability of default; scoring models (search for similar items in EconPapers)
JEL-codes: C32 C52 (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:aio:fpvfcf:v:1:y:2009:i:9:p:45-58

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