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Credit Risk Analysis: Reflections on the Use of the Logit Model

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Credit Risk Analysis: Reflections on the Use of the Logit Model

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dc.contributor.author Bartual Sanfeliu, Concepción es_ES
dc.contributor.author García García, Fernando es_ES
dc.contributor.author Giménez Molina, Vicente es_ES
dc.contributor.author Romero Civera, Agustin es_ES
dc.date.accessioned 2016-01-21T16:22:23Z
dc.date.available 2016-01-21T16:22:23Z
dc.date.issued 2012
dc.identifier.issn 1792-6580
dc.identifier.uri http://hdl.handle.net/10251/60119
dc.description Creative Commons Attribution License (CCAL). Attribution 2.5 Generic (CC BY 2.5) es_ES
dc.description.abstract The present economic and financial crisis has underlined the importance to financial institutions and investors of having access to efficient methods of quantifying credit risk, or the probability of default. The logit models are among the techniques commonly used by large organizations and rating agencies for predicting insolvency. However, it should be borne in mind that some problems arise when using these models, such as the selection of the explanatory variables or the composition of the sample from which the model is obtained. These aspects have a decisive influence on the prediction models used to quantify companies’ credit risk. The present study describes the problems that arise with logit on a sample of Spanish companies and shows that the estimated prediction models are indeed modified by changes in the sample on which they are based. es_ES
dc.language Inglés es_ES
dc.publisher Scienpress.com es_ES
dc.relation.ispartof Journal of Applied Finance & Banking es_ES
dc.rights Reconocimiento (by) es_ES
dc.subject Credit risk es_ES
dc.subject Default es_ES
dc.subject Logit Model es_ES
dc.subject.classification ECONOMIA, SOCIOLOGIA Y POLITICA AGRARIA es_ES
dc.subject.classification ECONOMIA FINANCIERA Y CONTABILIDAD es_ES
dc.title Credit Risk Analysis: Reflections on the Use of the Logit Model es_ES
dc.type Artículo es_ES
dc.rights.accessRights Abierto es_ES
dc.contributor.affiliation Universitat Politècnica de València. Departamento de Economía y Ciencias Sociales - Departament d'Economia i Ciències Socials es_ES
dc.description.bibliographicCitation Bartual Sanfeliu, C.; García García, F.; Giménez Molina, V.; Romero Civera, A. (2012). Credit Risk Analysis: Reflections on the Use of the Logit Model. Journal of Applied Finance & Banking. 2(6):1-13. http://hdl.handle.net/10251/60119 es_ES
dc.description.accrualMethod S es_ES
dc.relation.publisherversion http://www.scienpress.com/journal_focus.asp?main_id=56&Sub_id=IV&Issue=459 es_ES
dc.description.upvformatpinicio 1 es_ES
dc.description.upvformatpfin 13 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 2 es_ES
dc.description.issue 6 es_ES
dc.relation.senia 232348 es_ES
dc.identifier.eissn 1792-6599


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