Stochastische Unternehmensmodelle als Kern innovativer Ratingsysteme / Ulrich Blum ; Werner Gleißner ; Frank Leibbrand
Loading...
Download327.65 KB
Stochastische Unternehmensmodelle als Kern innovativer Ratingsysteme
Discovery
505761513
URN
urn:nbn:de:gbv:3:2-4826
DOI
ISBN
ISSN
Koordinaten
Skalierung
dc.contributor.contributor
Other contributor
Publication history
Halle : Inst. für Wirtschaftsforschung, 2005
Content
Online-Ressource (Text, 507 KB)
Edition
Language
ger
Comment
Abstract
In our paper, we analyze, based on a new rating methodology, 105 enterprises from Saxony with respect to their ability to meet their financial obligations. It is based on classical financial-statement approach, a direct inclusion of risk and a stochastic simulation model of enterprise development. The results show that the method used is superior to presently used approaches and that it extends our knowledge of enterprise development. On and above its Basel-II applicability, it is a tool to analyze individual development strategies of firms.
Series
IWH-Diskussionspapiere ; 2005,6 ppn:37244492X