Operational multidimensional character of the credit-scoring models, applicable to the BSE listed companies, section of equipments
Cristina Morar Triandafil () and
Petre Brezeanu ()
Management & Marketing, 2007, vol. 2, issue 3
Abstract:
This paper focuses on the two-side practical approach of credit-scoring models: corporate default prediction and corporate economical performance hierarchization. Taking as database the most 9 representative listed companies on the Bucharest Stock Exchange within the equipment field, the case-study implies the elaboration using Linear Discriminant Analysis of a specific credit scoring model, especially adapted to the afore-mentioned sample of firms, and the valorization of this credit-scoring model as a corporate default predictor and also as an economical performance hierarchization tool..
Keywords: default valuation; default predictors; credit-scoring model; cluster analysis. (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:eph:journl:v:2:y:2007:i:3:n:5
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