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@inproceedings{1392353,
author = {Sponerová, Martina and Plíhal, Tomáš and Sponer, Miroslav},
address = {Brno},
booktitle = {Proceedings of the 14th International Scientific conference European Financial Systems 2017, Part 2},
editor = {Josef Nešleha, Tomáš Plíhal, Karel Urbanovský},
keywords = {Credit risk; bankruptcy prediction; SME; bankruptcy model; insolvency; probability of default},
howpublished = {tištěná verze "print"},
language = {eng},
location = {Brno},
isbn = {978-80-210-8609-8},
pages = {183-191},
publisher = {Masarykova Univerzita},
title = {Bankruptcy Prediction Models in Relation to SME Segment in the Czech Republic},
url = {http://www.efs.econ.muni.cz},
year = {2017}
}
TY - JOUR
ID - 1392353
AU - Sponerová, Martina - Plíhal, Tomáš - Sponer, Miroslav
PY - 2017
TI - Bankruptcy Prediction Models in Relation to SME Segment in the Czech Republic
PB - Masarykova Univerzita
CY - Brno
SN - 9788021086098
KW - Credit risk
KW - bankruptcy prediction
KW - SME
KW - bankruptcy model
KW - insolvency
KW - probability of default
UR - http://www.efs.econ.muni.cz
L2 - http://www.efs.econ.muni.cz
N2 - Financial analysis is an essential tool for those interested in assessing the economic situation of enterprises and subsequent decision making to predict the bankruptcy. Relating credit risk of a bank is a permanent subject of many scientific researches. We focus on small and medium sized enterprises (SMEs) because they are significantly different from large corporates from credit risk point of view. Our motivation is to show the importance of modeling credit risk for SMEs separately moreover we delimit medium sized, small sized and micro sized enterprises. The aim of this article is the comparison of the real predicting abilities of several bankruptcy models to each segment. There exist several popular bankruptcy models, that are often applied, namely 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 contingency table and ROC curve.
ER -
SPONEROVÁ, Martina, Tomáš PLÍHAL a Miroslav SPONER. Bankruptcy Prediction Models in Relation to SME Segment in the Czech Republic. In Josef Nešleha, Tomáš Plíhal, Karel Urbanovský. \textit{Proceedings of the 14th International Scientific conference European Financial Systems 2017, Part 2}. Brno: Masarykova Univerzita, 2017, s.~183-191. ISBN~978-80-210-8609-8.
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