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Probability of deafault using the logit model: The impact of explanatory variable and data base selection

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Probability of deafault using the logit model: The impact of explanatory variable and data base selection

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dc.contributor.author Bartual Sanfeliu, Concepción es_ES
dc.contributor.author García García, Fernando es_ES
dc.contributor.author Guijarro, Francisco es_ES
dc.contributor.author Romero Civera, Agustin es_ES
dc.date.accessioned 2016-03-03T16:20:02Z
dc.date.available 2016-03-03T16:20:02Z
dc.date.issued 2012-10
dc.identifier.issn 2029-8501
dc.identifier.uri http://hdl.handle.net/10251/61415
dc.description 2nd INTERNATIONAL SCIENTIFIC CONFERENCE WHITHER OUR ECONOMIES – 2012 Conference Proceedings es_ES
dc.description.abstract The Spanish economy is suffering a severe financial crisis which is affecting all Spanish savings banks as well as some major banks. One of the triggers of the crisis is the high companies’ default rate experienced in the last years due to a deficient credit risk management by financial institutions. Credit risk analysis is mainly undertaken using the logit model to calculate the probability of default of the companies. In this work we describe some problems that arise when using this model and that can have a negative impact on the quality of the results obtained. es_ES
dc.language Inglés es_ES
dc.publisher Mykolas Romeris University es_ES
dc.relation.ispartof International Scientific Conference: Whither our Economics es_ES
dc.rights Reserva de todos los derechos 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 Probability of deafault using the logit model: The impact of explanatory variable and data base selection es_ES
dc.type Artículo es_ES
dc.type Comunicación en congreso
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.; Guijarro, F.; Romero Civera, A. (2012). Probability of deafault using the logit model: The impact of explanatory variable and data base selection. International Scientific Conference: Whither our Economics. 118-124. http://hdl.handle.net/10251/61415 es_ES
dc.description.accrualMethod S es_ES
dc.relation.conferencename 2nd International Scientifica Conference Whither our economies - 2012
dc.relation.conferencedate October 15-16, 2012
dc.relation.conferenceplace Vilnius, Lituania
dc.relation.publisherversion http://woe2012.mruni.eu/ es_ES
dc.description.upvformatpinicio 118 es_ES
dc.description.upvformatpfin 124 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.relation.senia 232352 es_ES


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