Prediction of Credit Risk by Selected Theoretical Rating Models

被引：11

作者：

Valaskova, Katarina ^{[1
]}

Zvarikova, Katarina ^{[1
]}

机构：

[1] Univ Zilina, Fac Operat & Econ Transport & Commun, Zilina 01026, Slovakia

来源：

2014 2ND INTERNATIONAL CONFERENCE ON SOCIAL SCIENCES RESEARCH (SSR 2014), PT 1 | 2014年 / 5卷

关键词：

Credit risk; Rating; External rating; Rating models; Slovak Railways;

D O I：

10.5729/asbs.vol5.160

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Rating is an independent assessment which aim is to determine, on the basis of a complex analysis, all known risks of a rated entity and how this entity is able and willing to meet on time and in full extend all of its outstanding liabilities. The present contribution will address the validation but mainly the comparison of credit risk of the rating given to the Slovak Railways by company Moody's with the ratings that were given to the company on the basis of the results of seventeen selected theoretical rating models.

引用

页码：160 / 166

页数：7

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