Are Credit Scoring Models Sensitive With Respect to Default Definitions? Evidence from the Austrian Market
Preprint
- 1 January 2003
- preprint
- Published by Elsevier in SSRN Electronic Journal
Abstract
In this paper models of default prediction conditional on financial statements of Austrian firms are presented. Apart from giving a discussion on the suggestedKeywords
This publication has 21 references indexed in Scilit:
- Prototype risk rating systemJournal of Banking & Finance, 2001
- A comparative analysis of current credit risk modelsJournal of Banking & Finance, 2000
- Credit risk measurement: Developments over the last 20 yearsJournal of Banking & Finance, 1997
- Predicting the outcome following bankruptcy filing: a three‐state classification using neural networksIntelligent Systems in Accounting, Finance and Management, 1997
- The Prediction of Earnings Using Financial Statement Information: Empirical Evidence With Logit Models and Artificial Neural NetworksIntelligent Systems in Accounting, Finance and Management, 1996
- Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)Journal of Banking & Finance, 1994
- An Empirical Analysis of Useful Financial RatiosFinancial Management, 1981
- ZETATM analysis A new model to identify bankruptcy risk of corporationsJournal of Banking & Finance, 1977
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Financial Ratios, Discriminant Analysis and the Prediction of Corporate BankruptcyThe Journal of Finance, 1968