Micro-Modelling Approaches for Credit Rating and Corporate Survival
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F24%3A10255955" target="_blank" >RIV/61989100:27510/24:10255955 - isvavai.cz</a>
Result on the web
<a href="https://www.ekf.vsb.cz/export/sites/ekf/cs/.content/galerie-souboru/SAEI/publikace/SAEI_VOL69.pdf" target="_blank" >https://www.ekf.vsb.cz/export/sites/ekf/cs/.content/galerie-souboru/SAEI/publikace/SAEI_VOL69.pdf</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.31490/9788024847290" target="_blank" >10.31490/9788024847290</a>
Alternative languages
Result language
angličtina
Original language name
Micro-Modelling Approaches for Credit Rating and Corporate Survival
Original language description
Corporate micro-modelling approaches for credit risk measurement rely on fundamentally based models, mostly utilising a company's financial reports. The purpose of these models is to establish scoring systems that serve as effective tools to assess a borrower's creditworthiness. This monograph aims to apply selected methods of credit risk modelling to real data from Central and Eastern European countries, with a specific focus on Czech companies. The emphasis is on evaluating individual credit risk in the context of credit rating and corporate survival. The principal contribution lies in the application to real corporate data.The monograph targets individuals interested in credit risk, particularly in rating and corporate survival modelling, mainly for academia and students at all levels of study. The text is structured into three key parts. The first part provides an overview of credit risk and rating assessment essentials. The second part describes econometric approaches utilised in the applications. Lastly, the third part focuses on practical applications and encompasses four empirical studies within the framework of credit rating and corporate bankruptcy modelling.
Czech name
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Czech description
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Classification
Type
B - Specialist book
CEP classification
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OECD FORD branch
50206 - Finance
Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2024
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
ISBN
978-80-248-4729-0
Number of pages
248
Publisher name
Vysoká škola báňská - Technická univerzita Ostrava
Place of publication
Ostrava
UT code for WoS book
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