Risk of Defaulting
Journal Title: Revista Romana de Statistica - Year 2013, Vol 61, Issue 3
Abstract
There are numerous studies which have examined risk of default on the capital market. Over time have appeared many models for the determination of the risk of default. All these models have shown that the risk of default may be dependent on some observable variables, as well as financial indicators or the economy. Probability of default is subject to changes fast, and this is why it is so important that the players on the capital market to follow the trend in companies in every moment. A way in which investors can learn counterparty quality systems is to use external rating. They are provided by specialized companies, companies’ ratings, which are independent companies and that determine the ability to carry out the obligations of companies and be given a rating, usually internationally acknowledged. Another way to determine the quality of a counterparty is using the internal rating-based analysis of the scoring system used most frequently by banks.
Authors and Affiliations
Vergil VOINEAGU, Cătălin DEATCU, Dănuţ CULEŢU, Alexandru URSACHE
Keywords
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