Comparison of Bankruptcy Prediction Models in Relation to SME segment in the Czech Republic
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F17%3A00096771" target="_blank" >RIV/00216224:14560/17:00096771 - isvavai.cz</a>
Result on the web
<a href="https://ece.pefka.mendelu.cz/" target="_blank" >https://ece.pefka.mendelu.cz/</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Comparison of Bankruptcy Prediction Models in Relation to SME segment in the Czech Republic
Original language description
The good and stable financial situation of enterprises is the factor which eliminates credit risk of a bank, so the prediction of a bankruptcy and a credit risk of a bank is an unflagging object of a discussion. We focus on small and medium sized enterprises (SMEs) considering the fundamental role played in the Czech economy and the considerable attention placed on SMEs. The aim of this article is the comparison of the real predicting abilities of several bankruptcy models. We have chosen the Altman Z-score, the Ohlson O-score, the Zmijewski’s model, the Taffler’s model, and the IN05 model. The basic form of the models is used as proposed by their authors. The results are compared using the classification table and ROC curve.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
50200 - Economics and Business
Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
20th Annual International Conference ENTERPRISE AND COMPETITIVE ENVIROMENT
ISBN
9788075094995
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
623-631
Publisher name
Mendel University in Brno
Place of publication
Brno
Event location
Brno
Event date
Jan 1, 2017
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000427306200065