review report of the article NOVOTNÁ, M.: ?Estimating credit rating models by a logistic regression approach?

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F11%3A00054281" target="_blank" >RIV/00216224:14560/11:00054281 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

čeština

Original language name

recenzní posudek článku NOVOTNÁ, M.: ?Estimating credit rating models by a logistic regression approach?

Original language description

Managing credit risk is an important part of risk management and this area has attracted a huge attention, especially in the context of recent financial crisis. An increasing need to actively and effectively manage credit risk across many sectors of theeconomy has resulted in more sophisticated tools and techniques - models. The main principle of these models is to give basic information about the company?s operating characteristics. Quantitative models provide rating based on publically available financial information only. The paper is aimed at the estimation of credit rating models using a large sample of European companies. Results of the analysis confirm the importance of profitability, capitalization and interest coverage for credit rating assignment.

Czech name

recenzní posudek článku NOVOTNÁ, M.: ?Estimating credit rating models by a logistic regression approach?

Czech description

Managing credit risk is an important part of risk management and this area has attracted a huge attention, especially in the context of recent financial crisis. An increasing need to actively and effectively manage credit risk across many sectors of theeconomy has resulted in more sophisticated tools and techniques - models. The main principle of these models is to give basic information about the company?s operating characteristics. Quantitative models provide rating based on publically available financial information only. The paper is aimed at the estimation of credit rating models using a large sample of European companies. Results of the analysis confirm the importance of profitability, capitalization and interest coverage for credit rating assignment.

Type

O - Miscellaneous

CEP classification

AH - Economics

OECD FORD branch

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Project

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Continuities

V - Vyzkumna aktivita podporovana z jinych verejnych zdroju

Publication year

2011

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů