Evaluation of bankruptcy risk using econometric modelling

摘要

Due to the dynamism inherent to the economical-financial activity of companies, lately has been imposed like an objective necessity knowing certain information as accurate as possible regarding bankruptcy risk in a future time. The most known model used in the surveys regarding bankruptcy is the discriminant analysis. The use of this method presupposes finding certain predictor variables that are granted certain weights so that their amounts result in a global indicator, namely Z-score. In this work are presented Altman and Conan - Holder models with a view to evaluating bankruptcy risk.