An Analysis of the Robustness of Bankruptcy Prediction Models ? Industrial Concerns in the Czech Republic in the Years 1999?2013

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

An Analysis of the Robustness of Bankruptcy Prediction Models ? Industrial Concerns in the Czech Republic in the Years 1999?2013

Popis výsledku v původním jazyce

The development of a bankruptcy prediction model, i.e. a model capable of identifying in advance companies threatened by bankruptcy with a high degree of accuracy, is a difficult process in view of the absence of data on companies that have gone into bankruptcy. This leads to the use of models that have already been developed, for which their authors have declared a high degree of prediction accuracy. The subject of the research presented in this paper is the testing of the accuracy of such models in aperiod or environment other than that for which they were designed. The ability of these models to differentiate between companies threatened by bankruptcy and prospering companies and their identification error, i.e. indicating companies that go into bankruptcy as prospering companies and vice versa, were tested. Testing was performed on data on companies in the manufacturing industry operating in the Czech Republic in the years 1999?2013 with the use of three models. The first of the m

Název v anglickém jazyce

An Analysis of the Robustness of Bankruptcy Prediction Models ? Industrial Concerns in the Czech Republic in the Years 1999?2013

Popis výsledku anglicky

The development of a bankruptcy prediction model, i.e. a model capable of identifying in advance companies threatened by bankruptcy with a high degree of accuracy, is a difficult process in view of the absence of data on companies that have gone into bankruptcy. This leads to the use of models that have already been developed, for which their authors have declared a high degree of prediction accuracy. The subject of the research presented in this paper is the testing of the accuracy of such models in aperiod or environment other than that for which they were designed. The ability of these models to differentiate between companies threatened by bankruptcy and prospering companies and their identification error, i.e. indicating companies that go into bankruptcy as prospering companies and vice versa, were tested. Testing was performed on data on companies in the manufacturing industry operating in the Czech Republic in the years 1999?2013 with the use of three models. The first of the m

Druh

D - Stať ve sborníku

CEP obor

AE - Řízení, správa a administrativa

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2014

Kód důvěrnosti údajů

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

Název statě ve sborníku

Proceeding of the 23rd IBIMA conference

ISBN

978-0-9860419-2-1

ISSN

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e-ISSN

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Počet stran výsledku

9

Strana od-do

988-997

Název nakladatele

IBIMA publishing

Místo vydání

Neuveden

Místo konání akce

Valencia

Datum konání akce

13. 5. 2014

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

000339308100103