Nouveaux instruments d’évaluation pour le risque financier d’entreprise
CERIS Working Paper from Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY -NOW- Research Institute on Sustainable Economic Growth - Moncalieri (TO) ITALY
On a wake of Basel II in 2004, banks and financial institutions had focused on the default analysis of firms. In this contribution, artificial neural networks are used for extracting balance-sheet variables determining the default of enterprises on a base of prospective vision. A manufacturing sample and a services one are introduced in the network and then analysed. In this way, the goal has been to show that artificial neural networks were good tools for classifying firms on a base of balance-sheet data. Moreover, these models are also able to underline indices determining the default risk of firm.
Keywords: Artificial neural networks (ANN); Determinant variables; Default risk; Manufacturing industry; Service industry. (search for similar items in EconPapers)
JEL-codes: C63 G33 L60 L63 (search for similar items in EconPapers)
Pages: 27 pages
New Economics Papers: this item is included in nep-ban, nep-cfn, nep-cmp and nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:csc:cerisp:200801
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