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@inproceedings{1381372,
author = {Sponerová, Martina and Plíhal, Tomáš and Sponer, Miroslav},
address = {Brno},
booktitle = {20th Annual International Conference ENTERPRISE AND COMPETITIVE ENVIROMENT},
editor = {Svatopluk Kapounek, Veronika Krůtilová},
keywords = {credit risk; bankruptcy prediction; SME; bankruptcy model; insolvency; probability of default},
howpublished = {elektronická verze "online"},
language = {eng},
location = {Brno},
isbn = {978-80-7509-499-5},
pages = {623 - 631},
publisher = {Mendel University in Brno},
title = {Comparison of Bankruptcy Prediction Models in Relation to SME segment in the Czech Republic},
url = {https://ece.pefka.mendelu.cz/},
year = {2017}
}
TY - JOUR
ID - 1381372
AU - Sponerová, Martina - Plíhal, Tomáš - Sponer, Miroslav
PY - 2017
TI - Comparison of Bankruptcy Prediction Models in Relation to SME segment in the Czech Republic
PB - Mendel University in Brno
CY - Brno
SN - 9788075094995
KW - credit risk
KW - bankruptcy prediction
KW - SME
KW - bankruptcy model
KW - insolvency
KW - probability of default
UR - https://ece.pefka.mendelu.cz/
L2 - https://ece.pefka.mendelu.cz/
N2 - The good and stable financial situation of enterprises is the factor which eliminates credit risk of a bank, so the prediction of a bankruptcy and a credit risk of a bank is an unflagging object of a discussion. We focus on small and medium sized enterprises (SMEs) considering the fundamental role played in the Czech economy and the considerable attention placed on SMEs. The aim of this article is the comparison of the real predicting abilities of several bankruptcy models. We have chosen the Altman Z-score, the Ohlson O-score, the Zmijewski’s model, the Taffler’s model, and the IN05 model. The basic form of the models is used as proposed by their authors. The results are compared using the classification table and ROC curve.
ER -
SPONEROVÁ, Martina, Tomáš PLÍHAL a Miroslav SPONER. Comparison of Bankruptcy Prediction Models in Relation to SME segment in the Czech Republic. Online. In Svatopluk Kapounek, Veronika Krůtilová. \textit{20th Annual International Conference ENTERPRISE AND COMPETITIVE ENVIROMENT}. Brno: Mendel University in Brno, 2017, s.~623 - 631. ISBN~978-80-7509-499-5.
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