Detecting the risk of company failure at the Banque de France

Journal of Banking and Finance

Volumn 22, Issue 10-11, 1998, Pages 1405-1419

  Bardos, Mireille ^a  

^a Dir Entreprises   (France)

Author keywords

C8; Credit risk; Credit scoring; Credit supervision; Discriminant analysis; G33; Loan porfolio loss; Probability of failure

Indexed keywords

EID: 0000721430     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(98)00062-4     Document Type: Article

References (10)

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3. Bardos, M., 1989. Trois méthodes d'analyse discriminante. Cahiers économiques et monétaires no. 33, Banque de France, pp. 151-189.
4. Bardos, M., 1995. Les défaillances d'entreprises dans l'industrie: ratios significatifs, processus de défaillances, détection précoce (Company failures in industry: significant ratios, failure processes, early detection). Collection Entreprise B 95/03, Banque de France.
5. Bardos, M., Zhu, W.H., 1997. Comparaison de l'analyse discriminante linéaire et des réseaux de neurones, application à la détection de défaillance d'entreprises (Comparison of linear discriminant analysis and neural networks, application for the detection of company failures). Revue de Statistiques Appliquées XLV (4), 65-92.
6. Bardos, M., 1998. Le score BDFI: du diagnostic individuel à l'analyse de portefeuille (The BDFI Score: from individual diagnosis to portfolio analysis). Les études de l'Observatoire des entreprises, Banque de France.
7. Bardos, M., Zhu, W.H., 1998. Comparison of linear discriminant analysis and neural networks, application for the detection of company failures. In: Bio-mimetic Approaches in Management Science. Kluwer Academic Publishers, Dordrecht.
8. Bessis, J., 1995. Gestion des risques et gestion actif-passif des banques. Dalloz.
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10. McLachlan, G.J., 1992. Discriminant Analysis and Statistical Pattern Recognition. Wiley, New York.