A New Methodology for Estimating Internal Credit Risk and Bankruptcy Prediction under Basel II Regime

Author:

Naresh Kumar M.,Sree Hari Rao V.

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)

Reference50 articles.

1. Aasen, M. R. (2013). Applying Altmans Z-score to the financial crisis. An empirical study of financial distress on Oslo stock exchange. Thesis. Accessed January 16, 2013. http://brage.bibsys.no/xmlui/handle/11250/169347 .

2. Allen, R., Hermanson, D. R., Kozloski, T. M., & Ramsay, R. J. (2006). Auditor risk assessment: Insights from the academic literature. Accounting Horizons, 20(2), 157–177.

3. Altman, E. I., & Edith, Hotchkiss. (2006). Corporate financial distress and bankruptcy (3rd ed.). Hoboken, NJ: Wiley.

4. Altman, E. I. (2000). Predicting financial distress of companies: Revisiting the z-score and zeta models. Resource document. Accessed January 15, 2013. http://pages.stern.nyu.edu/~ealtman/Zscores.pdf .

5. Altman, E. I. (1968). Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. The Journal of Finance, 23(4), 589–609.

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