Rola i znaczenie metody granicznej analizy danych w szacowaniu ryzyka kredytowego przedsiębiorstw
Role and importance of data envelopmentanalysis method for the estimation of companies’ credit risk
Author(s): Anna FeruśSubject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: credit-scoring; credit risk; credit rating; Data Envelopment Analysis; technical effectiveness
Summary/Abstract: The subject of the present article is a new procedure forecasting credit risk of companies in Polish economy environment. What favours the suggested approach is the fact that in Poland, unlike in western countries, DEA method has not yet been implemented in order to assess credit risk that companies face. Considering the research, it can be concluded that DEA method facilitates forecasting financial problems, including the bankruptcy of companies in Polish economic conditions, and its effectiveness is comparable or even greater than approaches implemented so far.
Journal: Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu
- Issue Year: 2014
- Issue No: 326
- Page Range: 49-59
- Page Count: 11
- Language: Polish