Nouveaux instruments d'évaluation pour le risque financier d'entreprise

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Title:

Nouveaux instruments d'évaluation pour le risque financier d'entreprise

Description:

WP 01/2008; On a wake of Basel II in 2004, banks and financial institutions had focused on the default analysis of firms. In this contribution, artificial neural networks are used for extracting balance-sheet variables determining the default of enterprises on a base of prospective vision. A manufacturing sample and a services one are introduced in the network and then analysed. In this way, the goal has been to show that artificial neural networks were good tools for classifying firms on a base of balance-sheet data. Moreover, these models are also able to underline indices determining the default risk of firm.

Creator:

Greta Falavigna

Publisher:

CNR Ceris

Date:

2008

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