Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat LCCN Permalink Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub |
Employing the Data Envelopment Analysis approach for assessment of debtor’s creditworthiness and credit limit
Available online: 19 May 2010 Subject Heading: Bank management JEL Classification:
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 |
ISSN 2311-8709 (Online)
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