Autore
Falavigna, Greta

Titolo
Nouveaux instruments d'évaluation pour le risque financier d'entreprise/ [New methodologies for the evaluation of default risk of firms]
Periodico
CERIS-CNR. Working Paper
Anno: 2008 - Fascicolo: 1 - Pagina iniziale: 1 - Pagina finale: 27

On a wake of Basel II in 2004, banks and financial institutions had focused on the default analysis of firms. In this contribution, artificial neural networks are used for extracting balance-sheet variables determining the default of enterprises on a base of prospective vision. A manufacturing sample and a services one are introduced in the network and then analysed. In this way, the goal has been to show that artificial neural networks were good tools for classifying firms on a base of balance-sheet data. Moreover, these models are also able to underline indices determining the default risk of firm.



Testo completo: http://www.ceris.cnr.it/ceris/workingpaper/2008/WP1_08_FALAVIGNA.pdf

Esportazione dati in Refworks (solo per utenti abilitati)