ZETATM analysis A new model to identify bankruptcy risk of corporations

Keywords

Comparability, Bankruptcy, Financial statement, Linear discriminant analysis, Actuarial science

References

• Discriminant analysis and classification procedures: theory and applicationsRobert A. Eisenbeis, Robert B. Avery — 1972
• Predicting Railroad Bankruptcies in AmericaEdward I. Altman — 1973
• Predicting performance in the savings and loan association industryEdward I. Altman — 1977
• Discriminant Analysis Of Predictors Of Business FailureEdward B. Deakin — 1972
• RATIO ANALYSIS AND THE PREDICTION OF FIRM FAILURECraig G. Johnson — 1970
• Bias in Multiple Discriminant AnalysisRonald E. Frank, William F. Massy, Donald G. Morrison — 1965
• Estimating the probability of failure for commercial banks and the banking systemAnthony M. Santomero, Joseph D. Vinso — 1977
• An almost unbiased method of obtaining confidence intervals for the probability of misclassification in discriminant analysis.Peter A. Lachenbruch — 1967
• A FINANCIAL EARLY WARNING SYSTEM FOR OVER-THE-COUNTER BROKER-DEALERSEdward I. Altman, Bettina Loris — 1976
• An Empirical Test of Financial Ratio Analysis for Small Business Failure PredictionRobert O. Edmister — 1972
• PITFALLS IN THE APPLICATION OF DISCRIMINANT ANALYSIS IN BUSINESS, FINANCE, AND ECONOMICSRobert A. Eisenbeis — 1977
• FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCYEdward I. Altman — 1968
• A general distribution theory for a class of likelihood criteria.George E. P. Box — 1949
• A MULTIVARIATE STATISTICAL ANALYSIS OF THE CHARACTERISTICS OF PROBLEM BANKSJoseph F. Sinkey — 1975
• Market Prices, Financial Ratios, And Prediction Of FailureWilliam H. Beaver — 1968
• A Multivariate Statistical Analysis of the Characteristics of Problem BanksJoseph F. Sinkey — 1975
• Financial Management and PolicyJames Horne — 1968
• Financial Crises: Institutions and Markets in a Fragile Environment.Jacob B. Michaelsen, Edward I. Altman, Arnold W. Sametz — 1978
• Financial Ratios, Discriminant Analysis and the Prediction of Corporate BankruptcyEdward I. Altman — 1968
• A Financial Early Warning System for Over-the-Counter Broker-DealersEdward I. Altman, Bettina Loris — 1976

Cited by

• The dynamic prediction of company failure - the influence of time, the economy and non-linearityMaria Heui-Yeong Kim — 2011
• Firm Failure Prediction Models: A Critique and a Review of Recent DevelopmentsRichard L. Constand, Rassoul Yazdipour — 2011
• Flight-to-Quality phenomenon as a source of financial instabilityMariya Gubareva — 2013
• Modelo probabilístico de quiebra para pequeñas y medianas empresas mexicanas. Una herramienta para la toma de decisionesJuvencio Jaramillo Garza, Jesús Fernando Isaac García — 2012
• Determinantes dos Custos da Insolvência Financeira.Luís Rodrigues — 1999
• Credit risk of financial institutionsJoana Sofia Luís Martins — 2014
• Size & Regional Distribution of Financial Behavior Patterns in SpainJuan Antonio Maroto Acín, Pablo García Estévez, Salvador Rojí Ferrari — 2010
• AN EVALUATION OF BANK CREDIT POLICIES FOR FARM LOAN PORTFOLIOS USING THE SIMULATION APPROACHKeith M. Bramma — 1999
• The Information Content of Negative Earnings and its Relation With Initial-Loss PersistenceDennis J. Chambers — 1996
• Predicting Financial Failure : An Empirical Investigation on Jordanian Industrial and Service CompaniesBashar Yaser Almansour — 2009
• An application of montier’s c-score to the johannesburg securities exchange: a tool for short sellingYushavia Govender — 2013
• Instytucje poręczeń i gwarancji kredytowych dla małych i średnich przedsiębiorstw - doświadczenia polskie i zagraniczneJacek Adamek — 2006
• Modelling corporate collapse: definitional issues of the collapse eventGhassan Hossari — 2007
• Machine Learning for Predicting the Procurement of an Audit at Small Private Banks: Is the Decision to Procure an Audit Systematic?David Chan, Alexander Kogan — 2011
• Bankruptcy prediction model with zetac optimal cut-off score to correct type I errorsMohamad Iwan — 2005
• An evaluation of decision tree and survival analysis techniques for business failure predictionAdrian Gepp — 2005
• Dyskryminacyjne modele predykcji upadłości przedsiębiorstwElżbieta Mączyńska, Maciej Zawadzki — 2006
• Modeling business turnaround strategies using verifier determinants from early warning signs theoryG.T.D. Holtzhauzen — 2011
• The impact of loan characteristics on credit risk of Chinese listed firms under the new Banking Regulatory SystemJianchun Miao — 2009
• Modelling examples of loss given default and probability of defaultJie Zhang — 2011

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