New contents and perspectives in the risk analysis of enterprises

作者: Greta Falavigna

DOI: 10.1504/IJBPM.2008.016636

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摘要: This paper presents a survey of techniques used for default risk analysis and it illustrates the reasons why large number researchers study insolvency firms. Firstly, there is an introduction on Basel II focusing first pillar new standards dictated by New Capital Accord (as reference, see: International Convergence Measurement Standards, Committee Banking Supervision, June 2004, Bank Settlements). followed brief remarks about definition following sections analyse different methods artificial neural network methodologies. The goal this work to understand if possible use complex systems which model best.

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