Beurteilung des Kreditausfallrisikos im Firmenkundengeschàft der Banken

Jens Leker and Gerhard Schewe
Additional contact information
Jens Leker: Universitàt Kiel
Gerhard Schewe: Westfàlische WihelmsUniversitàt Münster

Schmalenbach Journal of Business Research, 1998, vol. 50, issue 10, 877-891

Abstract: Summary The purpose of this paper is to compare three different instruments for predicting bankruptcy. In this study we develop a multivariate discrimination model, a logistic regression model, and a neuronal network model based on financial data from 232 various companies. A comparison of the Classification abilities of the three instruments is presented. The results show that all of them have a good misclassification error of less than 25%. The best model is the logistic regression model with an alphaerror of 10,3% and a betaerror of 20,7%.

Date: 1998
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://link.springer.com/10.1007/BF03371538 Abstract (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sjobre:v:50:y:1998:i:10:d:10.1007_bf03371538

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/41471

DOI: 10.1007/BF03371538

Access Statistics for this article

More articles in Schmalenbach Journal of Business Research from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().