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Finance and Credit
 

Employing the Data Envelopment Analysis approach for assessment of debtor’s creditworthiness and credit limit

Vol. 16, Iss. 19, MAY 2010

Available online: 19 May 2010

Subject Heading: Bank management

JEL Classification: 

Endovitskii D.A. professor, Voronezh State University
eda@ekon.vsu.ru

Bakhtin K.V. graduate student, Voronezh State University
kbakhtin@mail.ru

This article presents assessment of relative creditworthiness of Russian companies in 2003-2004 based on the Data Envelopment Analysis approach. Also, it provides detailed description of credit limit valuation for a retail company. Financial statements of 19400 manufacturing and 24900 trade companies from agency of economic information Prime-TASS were employed for the analysis. A large number of companies allow a researcher to make assessment of industries’ homogeneity, find out the most and the least efficient company in the sector, follow the timing of structural changes in particular industries.

Keywords: risk, credit, model, reserves, estimator, creditworthiness, debtor

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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