Determination of Probability of Default of Small and Medium Companies in the Czech Republic by Scoring Model

被引:0
|
作者
Novotny, Josef [1 ]
机构
[1] VSB TU Ostrava, Ekon Fak, Katedra Financi, Sokolska 33, Ostrava 72101, Czech Republic
关键词
Financial analysis; regression analysis; logistic regression; default firm; the predictive model;
D O I
暂无
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
The topic of the paper is determination of probability of default for small and medium companies in the Czech Republic by scoring model. The main objective of the paper is to create two scoring models to determine the probability of default of companies operating in the Czech Republic using the binary logistic regression and its subsequent verification. First scoring model is to determine the probability of default of small companies and second scoring model is to determine the probability of default of medium companies.
引用
收藏
页码:881 / 892
页数:12
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