Financial Risk and Models of its Measurement: Altman's Z-Score review: This book gives overview of major financial risks and estimates performance of one of the credit risk models in practice
This work touches upon the interesting spheres of risk classification, measurement and management in financial institutions. Modern banks as well as real economy agents have numerous credit risk measurement models at their disposal. However, agreement about performance of those models is not that unanimous and to some point the models are blamed for breaking out of 2007 financial crisis. In the theoretical part of the work survey of risk measurement practices is provided. Main types of risks, agents face in their day day-to-day activities, are being investigated. Special focus is paid to the credit risk as a unit of exposure and to the models and techniques of its measurement. Practical part of paper contains reconstruction and accuracy estimation of particular credit risk model (Altman Z-score). In it we simulate and compute Altman Z-score for sample of firms from two chosen sectors in United Kingdom. Main goals of the work are to test accuracy of the model by comparing its outputs to real development, and econometric testing of the specifications of the model itself.
Yazar | Ihor Kruchynenko |
---|---|
Yayın Evi | LAP LAMBERT Academic Publishing |
Dil | İngilizce |
Book on Demand Ltd. Fransızca Türkçe LAP LAMBERT Academic Publishing İspanyolca CreateSpace Independent Publishing Platform Gale, U.S. Supreme Court Records J B SBoon Additional Contributors Leopold Classic Library Icon Group International J B Boon Independently published İngilizce J Saosa Emily Grace Almanca Rusça
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Baskı Detayları
Yazar | Ihor Kruchynenko |
---|---|
İsbn 10 | 3659240451 |
İsbn 13 | 978-3659240454 |
Yayın Evi | LAP LAMBERT Academic Publishing |
Dil | İngilizce |
tarafından gönderildi Financial Risk and Models of its Measurement: Altman's Z-Score review: This book gives overview of major financial risks and estimates performance of one of the credit risk models in practice | 22 Eylül 2012 |
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