Evaluation of credit risk based on firm performance

DOI10.1016/j.ejor.2009.03.032zbMath1176.90312OpenAlexW2006586574MaRDI QIDQ1038348

Dimitris Margaritis, Maria Psillaki, Ioannis E. Tsolas

Publication date: 17 November 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2009.03.032

zbMATH Keywords

credit riskdirectional distance functionsdata envelopment analysis (DEA)bankruptcy prediction

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Production theory, theory of the firm (91B38) Credit risk (91G40)

Related Items (10)

Large shareholders, control contestability and firm productive efficiency ⋮ Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis ⋮ Bank efficiency estimation in China: DEA-RENNA approach ⋮ A novel dynamic credit risk evaluation method using data envelopment analysis with common weights and combination of multi-attribute decision-making methods ⋮ Firm credit risk evaluation: a series two-stage DEA modeling framework ⋮ Unnamed Item ⋮ Combination of biorthogonal wavelet hybrid kernel OCSVM with feature weighted approach based on EVA and GRA in financial distress prediction ⋮ The effects of strategic and manufacturing flexibilities and supply chain agility on firm performance in the fashion industry ⋮ Forecasting corporate failure using ensemble of self-organizing neural networks ⋮ Bankruptcy prediction using terminal failure processes

Uses Software

• BANKADVISER

Cites Work

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• DEA and endogenous technological change
• Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review
• Bankruptcy prediction using a data envelopment analysis.
• Prediction of commercial bank failure via multivariate statistical analysis of financial structures: the Turkish case
• Developing a multicriteria decision support system for financial classification problems: the finclas system
• Designing a DSS for the assessment of company performance and viability

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