search query: @indexterm Banks / total: 1629
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Author: | Leker, J. Schewe, G. |
Title: | Beurteilung des Kreditausfallrisikos im Firmenkundengeschäft der Banken |
Journal: | Schmalenbachs Zeitschrift fĂĽr Betriebswirtschaftliche Forschung
1998 : VOL. 50:10, p. 877-891 |
Index terms: | COMPANY FAILURES BANKRUPTCY BANKS FORECASTING MODELS |
Language: | ger |
Abstract: | The purpose of this paper is to compare three different instruments for predicting bankruptcy. In this study we develop a multivariate discrimination model, a logistic regression model, and a neuronal network model based on financial data from 232 various companies. A comparison of the classification abilities of the three instruments is presented. The results show that all of them have a good misclassification error of less than 25%. The best model is the logistic regression model with an alpha-error of 10,3% and a beta-error of 20,7%. |
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