DEVELOPMENT OF MODELS OF EXPRESS ANALYSIS OF ORGANIZATION SOLVENCY ON THE BASIS OF MULTIVARIATE REGRESSION ANALYSIS

Authors

  • Irina Yurievna GLUKHIKH Региональное отделение Федеральной службы по финансовым рынкам в Северо-западном федеральном округе Автор

Keywords:

bankruptcy (insolvency), financial ratios, financial condition and fictitious bankruptcy, regression analysis, Principal Component analysis

Abstract

The author gives the example of a model developed to predict the bankruptcy of a specific group of organizations. The model is based on an algorithm which applies methods of multivariate statistical analysis.

Published

2011-05-15

Issue

No. 3 (2011)

Section

Articles