Micro-Modelling Approaches for Credit Rating and Corporate Survival

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

Micro-Modelling Approaches for Credit Rating and Corporate Survival

Popis výsledku v původním jazyce

Corporate micro-modelling approaches for credit risk measurement rely on fundamentally based models, mostly utilising a company&apos;s financial reports. The purpose of these models is to establish scoring systems that serve as effective tools to assess a borrower&apos;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.

Název v anglickém jazyce

Micro-Modelling Approaches for Credit Rating and Corporate Survival

Popis výsledku anglicky

Corporate micro-modelling approaches for credit risk measurement rely on fundamentally based models, mostly utilising a company&apos;s financial reports. The purpose of these models is to establish scoring systems that serve as effective tools to assess a borrower&apos;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.

Druh

B - Odborná kniha

CEP obor

—

OECD FORD obor

50206 - Finance

Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2024

Kód důvěrnosti údajů

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

ISBN

978-80-248-4729-0

Počet stran knihy

248

Název nakladatele

Vysoká škola báňská - Technická univerzita Ostrava

Místo vydání

Ostrava

Kód UT WoS knihy

—