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Tytuł:
The Relationship Between ESG Rating and Firm Value—Evidence from Companies Listed on Polish Capital Market in the WIG-ESG Index
Autorzy:
Mikołajek-Gocejna, Magdalena
Powiązania:
https://bibliotekanauki.pl/articles/30098405.pdf
Data publikacji:
2024-04-19
Wydawca:
Uniwersytet Warszawski. Wydział Nauk Ekonomicznych
Tematy:
ESG rating
ESG
Tobin‘s Q
environment rating
social rating
governance rating
firm value
Opis:
The literature are abound with studies on the impact of environmental, social, and governance (ESG) factors on a company‘s value, or more broadly, on its financial performance. However, most analyses concern developed markets, mainly because the largest rating agencies operate in these markets, as well as because these are markets where ESG awareness and regulations have developed much faster. In developing markets, the number of studies in this area is disproportionately smaller. Therefore, the purpose of this article is to examine the relationship between the environmental, social, and governance ratings (ESGR) of Polish listed companies included in the WIG-ESG index and their value. This study covered 36 companies listed in WIG-ESG in the period of 2019–2023. We used market data, financial data from examined companies and ESG data provided by Refinitive. The empirical results were negative but a non-statistically significant influence of ESGR and a company’s value. Further analysis indicated that none of the sub-ratings (environmental rating (ER), social rating (SR) and governance rating (GR)) had significant impact on value. The Polish market does not seem to recognize the potential of ESG factors in building the long-term value of companies and believes that the costs of ESG factors outweigh the benefits. Investors seem to disregard or underestimate ESG criteria when valuing companies, which may seem irrational when looking at the long-term effects of ESG factors. This article contributes to the existing literature by being part of the research on ESG factors and company value. The article expands the field of analysing the relationship between ESGRs and corporate value by examining this relationship not only using the overall ESGR, but also its individual sub-ratings. We also attempt to answer the question of where the channels of transmission of ESGRs on the value of the company are located, and which areas affect ratings. To the best of our knowledge, this is the first study of this type for the Polish market.
Źródło:
Central European Economic Journal; 2024, 11, 58; 141-158
2543-6821
Pojawia się w:
Central European Economic Journal
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The formation of the enterprises rating activity system on the criterion of investment attractiveness
Autorzy:
Kuzmin, O.
Chyrkova, Yu.
Tovstenyuk, O.
Powiązania:
https://bibliotekanauki.pl/articles/410823.pdf
Data publikacji:
2014
Wydawca:
Polska Akademia Nauk. Oddział w Lublinie PAN
Tematy:
investment attractiveness
enterprise
rating activity
rating
ranking
rating evaluation
polycriterial rating activity
system of indicators
Opis:
The value of rating activity usage in terms of evaluation of enterprises investment attractiveness is grounded. There is proved the necessity of enterprises rating evaluation within financial, economic, technological, productive, HR and market areas and it is outlined the indicator content of each area to provide multi-criteria rating activity.
Źródło:
ECONTECHMOD : An International Quarterly Journal on Economics of Technology and Modelling Processes; 2014, 3, 1; 61-68
2084-5715
Pojawia się w:
ECONTECHMOD : An International Quarterly Journal on Economics of Technology and Modelling Processes
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The instruments of the enterprises rating activity
Autorzy:
Kuzmin, O.
Melnyk, O.
Chyrkova, Yu.
Powiązania:
https://bibliotekanauki.pl/articles/411436.pdf
Data publikacji:
2013
Wydawca:
Polska Akademia Nauk. Oddział w Lublinie PAN
Tematy:
rating activity
rating
ranking
rating evaluation method
technology
polycriterial rating activity
system of indicators
strategy
enterprise
Opis:
The necessity of enterprise rating activity based on multiple criteria, as well as the significance of selfrating in modern business environment has been proven. The tools for enterprise rating evaluation, including structure methods for rating, and a system of indicators for rating evaluation of the enterprise’s functioning were developed. Thereupon, technology of enterprises rating evaluation was improved and the procedure for selecting functional strategies for their activities according to rating results (partial and complex ratings and rankings) was proposed.
Źródło:
ECONTECHMOD : An International Quarterly Journal on Economics of Technology and Modelling Processes; 2013, 2, 4; 39-46
2084-5715
Pojawia się w:
ECONTECHMOD : An International Quarterly Journal on Economics of Technology and Modelling Processes
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The Country Ceiling and Sovereign Rating Relationship Exemplified by the Case of Poland
Związek pomiędzy pułapem krajowym a ratingiem suwerennym na przykładzie Polski
Autorzy:
Niedziółka, Paweł
Powiązania:
https://bibliotekanauki.pl/articles/1627323.pdf
Data publikacji:
2021-07-08
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
pułap krajowy
rating suwerenny
ryzyko kredytowe kraju
rating kredytowy
country ceiling
sovereign rating
country risk
credit rating
Opis:
The aim of the article is to answer the question whether the ratings of entities registered in Poland are limited by the sovereign rating of the country. The author theorises that the sovereign rating of Poland does not constitute the upper limit for ratings granted by the Big Three (Fitch Ratings, Moody’s and Standard & Poor’s) to Polish financial and non‑financial entities. The databases of three leading rating agencies were queried, selecting all (52) long‑term foreign ratings assigned to entities registered in Poland. The analysis indicates that currently no confirmation can be found of the use of the country ceiling principle, according to which the rating of any entity registered in a given country cannot be higher than its sovereign rating, by rating agencies (7.7% of rated entities in Poland is given higher rating than the sovereign one). This is at the same time a higher percentage than the average for all Big Three ratings, amounting to approx. 3%. The country ceiling is an upper, potential sovereign rating bound, resulting from the T&C risk. In the case of entities registered in Poland, however, their rating is a maximum of one notch higher than the sovereign rating, which in turn is in line with the policy that Standard & Poor’s officially announced as the only agency among the Big Three (the rating of an entity registered in a given jurisdiction can be up to four notches higher than the sovereign rating). The analysis of ratings assigned to Polish entities also indicates that a rating above the sovereign rating awarded by a given credit rating agency does not translate into similar actions of other agencies. This paper analyses the relationships between the concepts of country risk, T&C risk and sovereign risk. Another original contribution is establishing how the country ceiling principle used by rating agencies works in practice and verifying the scope of application of this principle in the Polish economic reality.
Celem artykułu jest udzielenie odpowiedzi na pytanie, czy ratingi podmiotów zarejestrowanych w Polsce są ograniczone przez rating suwerenny tego kraju. Autor zakłada, że rating suwerenny Polski nie określa górnej granicy ocen przyznawanych przez Wielką Trójkę (Fitch Ratings, Moody’s i Standard & Poor’s) finansowym i niefinansowym podmiotom polskim. Przeprowadzono kwerendę baz danych trzech głównych agencji ratingowych, wybierając wszystkie (52) długoterminowe ratingi zagraniczne przypisane do podmiotów zarejestrowanych w Polsce. Z analizy wynika, że obecnie nie znajduje potwierdzenia zasada pułapu krajowego, zgodnie z którą rating każdego podmiotu zarejestrowanego w danym kraju nie może być wyższy od ratingu suwerennego (w Polsce 7,7% ocenianych podmiotów otrzymuje wyższy rating niż państwo). Jest to jednocześnie wyższa wartość niż średnia dla wszystkich ocen dokonywanych przez Wielką Trójkę, która wynosi około 3%. Pułap krajowy to górna, potencjalna granica ratingu suwerennego, wynikająca z ryzyka T&C, choć w przypadku podmiotów zarejestrowanych w Polsce ich rating jest maksymalnie o jeden stopień wyższy od ratingu suwerennego, co z kolei jest zgodne z polityką Standard & Poor’s – jedynej agencji spośród Wielkiej Trójki, prezentującej oficjalne stanowisko w tej kwestii (rating podmiotu zarejestrowanego w danej jurysdykcji jest do czterech stopni wyższy od ratingu tego kraju). Analiza ratingów przyznanych polskim podmiotom wskazuje również, że przyznawana przez daną agencję ratingową ocena powyżej ratingu państwa nie przekłada się na podobne działania innych agencji. W niniejszym artykule przedstawiono relacje między pojęciami ryzyka kraju, ryzyka transferu i wymienialności oraz ratingu suwerennego. Kolejny oryginalny wkład to ustalenie, czym w praktyce jest zasada pułapu krajowego dla agencji ratingowych, i sprawdzenie zakresu jej stosowania w polskich realiach gospodarczych.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2021, 3, 354; 4-19
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Competition-based rating system for medical website credibility
Autorzy:
Kowalik, G.
Powiązania:
https://bibliotekanauki.pl/articles/305707.pdf
Data publikacji:
2015
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
rating system
Elo rating
web credibility
rating aggregation
credibility of online content
Opis:
In this paper, we propose a new approach to the aggregation of monadic ratings (5-step scale) done by crowdsourcing users for the evaluation of medical websites. We compare them pairwise with other evaluations done by the same users for other websites (whether they are higher or lower), and we will use an Elo rating algorithm to calculate website “credibility” values. Results show that this method of crowdsourcing evaluation is highly correlated with expert evaluations. As proposed, a competition-based model uses a 5-step scale as ordinal and only compares which website is rated higher or lower by the same user. This approach can solve many problems associated with a 5-point scale, such as different understanding by users, user bias, and distribution skewness that can be clearly observed in results.
Źródło:
Computer Science; 2015, 16 (3); 265-280
1508-2806
2300-7036
Pojawia się w:
Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The role of credit rating of the ESG debt instruments issuers
Rola ratingu kredytowego emitentów instrumentów dłużnych ESG
Autorzy:
Frydrych, Sylwia
Powiązania:
https://bibliotekanauki.pl/articles/24201136.pdf
Data publikacji:
2023
Wydawca:
Fundacja Ekonomistów Środowiska i Zasobów Naturalnych
Tematy:
ESG
credit rating
bonds
rating kredytowy
obligacje
Opis:
The aim of this article is to assess whether having a creditworthiness assessment from more than one credit rating agency by issuers of ESG debt instruments affects the number of issues and the average amount issued. The empirical research was carried out using the observation method and the analysis of source documents. In the analysed period, 53.38% of issuers received ratings at least from one CRAs as S&P, Moody’s, and Fitch. The results of the conducted research indicate that the number of ESG debt instruments and the average issue amount were affected by the number of ratings given to the issuer. A database collected from Refinitiv Eikon for the period between 2012 and 2021 allows us to conclude that it is enough to have two credit ratings. The conclusions of this study can be used in the process of obtaining financing for ESG projects.
Celem artykułu jest ocena, czy posiadanie przez emitentów instrumentów dłużnych ESG oceny zdolności kredytowej wydanej przez więcej niż jedną agencję ratingową wpływa na liczbę i średnią kwotę emisji. Badania empiryczne przeprowadzono metodą obserwacji oraz analizy dokumentów źródłowych. W analizowanym okresie 53,38% emitentów otrzymało oceny wiarygodności kredytowej przynajmniej od jednej agencji ratingowej, jak S&P, Moody’s i Fitch. Wyniki przeprowadzonych badań wskazują, że na liczbę instrumentów dłużnych ESG oraz średnią kwotę emisji miała wpływ liczba ratingów nadanych emitentowi. Baza danych zebrana z Refinitiv Eikon za okres od 2012 do 2021 roku pozwala stwierdzić, że wystarczą dwie oceny zdolności kredytowej. Wnioski z tego badania można wykorzystać w procesie pozyskiwania finansowania na projekty ESG.
Źródło:
Ekonomia i Środowisko; 2023, 1; 328--340
0867-8898
Pojawia się w:
Ekonomia i Środowisko
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
MACROECONOMIC ASPECTS OF BANKS’ CREDIT RATINGS
Autorzy:
Chodnicka-Jaworska, Patrycja
Powiązania:
https://bibliotekanauki.pl/articles/517134.pdf
Data publikacji:
2017
Wydawca:
Instytut Badań Gospodarczych
Tematy:
country credit rating
bank credit rating
country risk
macroeconomic determinants
Opis:
Research background: The practical analysis suggests that credit ratings are especially significant for banks. The literature review suggests that in previous analysis researchers usually took into consideration financial factors of the banks’ credit ratings methodology. This article analyses the impact of macroeconomic factors on the banks’ credit ratings. Purpose of the article: The paper examines and analyses the impact of the macroeconomic risk factors on the credit ratings received by banks. In the article, the methodology of credit risk assessment proposed by Moody’s Investor Service and Standard & Poor’s Financial Service is presented. Two hypotheses are put herein. The first one is: Changes in countries’ credit ratings convey new information and influence on banks’ financial condition. The second hypothesis is: A highly-developed, stable economy with an advanced financial market has a positive influence on banks’ credit rating assessment. Methods: The study used banks’ and countries’ ratings assigned by Standard & Poor's and Moody's for the period from 1 January 2005 to 1 January 2016. To verify the hypotheses static panel data models have been applied. Findings & Value added: In credit rating agencies guidelines and previous research, the impact of countries’ credit ratings on those received by banks is not indicated. The impact of macroeconomic factors has not been verified. The analysis confirms that changes in countries’ credit ratings convey new information and influence the banks’ environment condition. But only for the assessment given by S&P the condition of banking sector is an important group of factors. For all verified types of credit ratings the risk of country is presented by countries’ credit rating, not by particular factors. These analyses suggest that during the risk estimation process prepared by banks, a country’s risk represented by its credit ratings should be taken into consideration more often than particular macroeconomic factors.
Źródło:
Equilibrium. Quarterly Journal of Economics and Economic Policy; 2017, 12, 1; 101-120
1689-765X
2353-3293
Pojawia się w:
Equilibrium. Quarterly Journal of Economics and Economic Policy
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Evaluation of commercial prospects for innovative product machine building enterprises
Autorzy:
Melnyk, O.
Syrotynska, S.
Didyk, A.
Powiązania:
https://bibliotekanauki.pl/articles/411387.pdf
Data publikacji:
2016
Wydawca:
Polska Akademia Nauk. Oddział w Lublinie PAN
Tematy:
innovation
commercial prospects
rating
Opis:
Forecasting of successful implementation of innovative product is the crucial element of decision making process. The purpose of forecasting innovative product realization is to define probable commercial level according to consumer demand. This article highlights the necessity of evaluating the commercial prospects for innovative products. It reviews the most popular methods of assessment of commercial prospects of the innovative products and reveal main drawback of them. The results show, that approaches to commercial prospects assessment for innovative products enables enterprises to go beyond the solely understanding of customer needs, thus enabling them to develop new way of. The authors argue for the improving procedure to assess the commercial prospects through innovative product rating Rankings innovative ideas. It is based on the following criteria’s: level of product uniqueness, level of satisfaction of the consumers’ hidden needs, value of the market segment, expected life cycle, products price, quality level, products design, service, amount of marketing costs, expected rate of innovation profitability. The proposed rating method of assessment of innovative products commercial perspectives would enable engineering enterprises to determine the most successful innovative ideas and to timely reject the ideas predestined to fail. Obtained results due to ranking also help enterprises to overcome barriers, associated with innovation commercialization. At the same time this method can be a start point for marketing innovation.
Źródło:
ECONTECHMOD : An International Quarterly Journal on Economics of Technology and Modelling Processes; 2016, 5, 1; 51-55
2084-5715
Pojawia się w:
ECONTECHMOD : An International Quarterly Journal on Economics of Technology and Modelling Processes
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Context-social model of prosumption in e-commerce : analysis of a prototype solution for clothing industry
Autorzy:
Woźniakowski, T.
Nowakowska, M.
Nafkha, R.
Powiązania:
https://bibliotekanauki.pl/articles/95101.pdf
Data publikacji:
2018
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Wydawnictwo Szkoły Głównej Gospodarstwa Wiejskiego w Warszawie
Tematy:
prosumption
rating system
fashion industry
Opis:
The aim of this paper is to look at cooperation practices between producers and prosumers in e-commerce and to explore future possibilities. The paper presents project of an innovative solution utilizing habits of social media users to provide valuable suggestion to clothes’ purchasers. Described system will enable not only acquiring opinions on specific products by also its correlations with other items. Recommendation system could be also utilized by clothes manufactures and sellers to deliver valuable data about consumers real opinions and preferences. The last decade has seen a considerable increase of online shops for fashion goods. Technological advancements, improvements in logistics, and changes in buyer behavior have led to a dissemination of apparel goods and respective data on the Web.
Źródło:
Information Systems in Management; 2018, 7, 4; 286-297
2084-5537
2544-1728
Pojawia się w:
Information Systems in Management
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The Role of Credit Rating of the Eurobond Issuers from Central and Eastern Europe
Autorzy:
Frydrych, Sylwia
Powiązania:
https://bibliotekanauki.pl/articles/1836563.pdf
Data publikacji:
2020
Wydawca:
Uniwersytet Marii Curie-Skłodowskiej. Wydawnictwo Uniwersytetu Marii Curie-Skłodowskiej
Tematy:
credit rating
Eurobond
creditworthiness assessment
Opis:
Theoretical background: The increase in the issuance of Eurobonds by the issuers from Central and Eastern Europe has become a reason for considering the impact of the issuer’s creditworthiness assessment on the interest rate of the coupon of the issued debt instruments.Purpose of the article: The aim of the study was to assess whether having a creditworthiness assessment from more than one agency affects the interest rate on the Eurobond coupon. This objective was achieved through the process of analysis of the ratings assigned by the rating agencies. Based on the analysis of the literature and the available data, the research hypothesis was developed and verified in an empirical study. The results were analyzed in the discussion section.Research methods: The credit ratings for the Eurobonds corporate and government issuers, announced on the issue date, have been analyzed. The analysis covered the fixed interest rate debt instruments issued in EUR in the years 2005–2020 (the first half of the year). The empirical research was carried out using the observation method, the analysis of source documents, and the method of deduction.Main findings: The results of the conducted research indicate that the coupon rate is not affected by the number of ratings given to the issuer. Due to the fact that the lowest average coupon interest in 2005–2020 was held by Eurobonds of the issuers with one credit rating, there is no need for an additional creditworthiness assessment by other agencies, and for any additional costs to be incurred by the issuer. It is one of the few studies on the Central and Eastern Europe market of which the author is aware.
Źródło:
Annales Universitatis Mariae Curie-Skłodowska, sectio H – Oeconomia; 2020, 54, 4; 31-40
0459-9586
Pojawia się w:
Annales Universitatis Mariae Curie-Skłodowska, sectio H – Oeconomia
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Necromarketing as Advertising Strategy in American Television
Nekromarketing jako strategia reklamowa w amerykańskiej telewizji
Autorzy:
Shelton, Amiee J.
Wojciechowski, Łukasz P.
Powiązania:
https://bibliotekanauki.pl/articles/520754.pdf
Data publikacji:
2020
Wydawca:
Uniwersytet Pedagogiczny im. Komisji Edukacji Narodowej w Krakowie
Tematy:
nekromarketing
telewizja
terror
ochrona
śmierć
media
rating TV
Necromarketing
Television
Terror
Death
Media
Rating TV
Opis:
Dzięki analizie treści 1012 amerykańskich reklam telewizyjnych ustaliliśmy formy, treść i funkcjonowanie nekromarketingu w amerykańskiej reklamie telewizyjnej. Ustalenia pokazują, że niejawny nekromarketing jest częściej stosowaną taktyką marketingową niż jawny nekromarketing w medium. W szczególności branże ubezpieczeń i rozrywki przed programami czy wiadomościami częściej korzystają z odwołań do nekromarketingu w telewizji w prime timie niż inne branże w ciągu dnia.
Thanks to the analysis of 1012 American TV commercials, we determined the form, contents and functioning of necromarketing in American TV advertising. Our conclusions demonstrate that implicit necromarketing is a more frequently used strategy than explicit necromarketing. In particular, insurance and entertainment sectors, before programmes or news, more often resort to necromarketing on TV in prime-time than other branches during the day.
Źródło:
Annales Universitatis Paedagogicae Cracoviensis. Studia de Cultura; 2020, 12, 2; 18-34
2083-7275
Pojawia się w:
Annales Universitatis Paedagogicae Cracoviensis. Studia de Cultura
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Analysis of Factors Determining the Credit Rating of Banks from Western European Countries
Analiza czynników determinujących rating kredytowy banków z krajów Europy Zachodniej
Autorzy:
Król, Dorota
Powiązania:
https://bibliotekanauki.pl/articles/2191608.pdf
Data publikacji:
2019-05
Wydawca:
Uniwersytet Warszawski. Wydawnictwo Naukowe Wydziału Zarządzania
Tematy:
credit rating agency
credit rating
credit risk
financial indicator
agencja ratingowa
ryzyko kredytowe
wskaźnik finansowy
Opis:
The aim of the article is to analyze the determinants affecting credit ratings of banks from Western European countries. On the basis of the literature review, two research hypotheses were put forward. The first of these assumes that the financial indicators related to capital adequacy, asset quality, management quality, profitability and liquidity have a statistically significant effect on the credit rating of the analyzed bank. The second hypothesis indicates that the factors determining the bank’s credit rating are the country’s macroeconomic indicators and the rating assigned to this country. The analysis used the quarterly data for the years 2010–2017 from the Thomson Reuters database and OECD statistics collected for commercial banks in Western Europe. Based on the prepared data, calculations were carried out using static panel models. The long-term ratings assigned to banks by the two largest rating agencies in the world, i.e. S&P Long-term Issuer Rating (Foreign) and Moody’s Long-term Issuer Rating (Foreign), were used as a dependent variable. Independent variables, on the other hand, include financial indicators and macroeconomic indices of the country where the bank is located and the credit rating of that country.
Celem artykułu jest analiza czynników determinujących credit rating banków z krajów Europy Zachodniej. Na podstawie dokonanego przeglądu literaturowego postawiono dwie hipotezy badawcze. Pierwsza z nich zakłada, iż istotny statystycznie wpływ na credit rating analizowanego banku mają wskaźniki finansowe dotyczące adekwatności kapitałowej, jakości aktywów, jakości zarządzania, zyskowności oraz płynności. Druga hipoteza wskazuje zaś, że czynnikami determinującymi rating kredytowy banku są wskaźniki makroekonomiczne kraju oraz nadana mu ocena ratingowa. Wykorzystano dane kwartalne obejmujące lata 2010–2017, pochodzące z bazy Thomson Reuters oraz statystyk prowadzonych przez OECD zebrane dla banków komercyjnych krajów Europy Zachodniej. Na podstawie przygotowanych danych przeprowadzono obliczenia z użyciem statycznych modeli panelowych. Jako zmienną zależną wykorzystano długoterminowe ratingi nadawane bankom przez dwie największe agencje ratingowe na świecie, tj. S&P Long-term Issuer Rating (Foreign) oraz Moody’s Long-term Issuer Rating (Foreign). Zmienne zależne natomiast obejmują wskaźniki finansowe oraz wskaźniki makroekonomiczne kraju, będącego siedzibą banku oraz credit rating tego kraju.
Źródło:
Studia i Materiały; 2019, 1(30); 43-55
1733-9758
Pojawia się w:
Studia i Materiały
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A comparative study of corporate credit ratings prediction with machine learning
Autorzy:
Doğan, Seyyide
Büyükkör, Yasin
Atan, Murat
Powiązania:
https://bibliotekanauki.pl/articles/2175830.pdf
Data publikacji:
2022
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
credit rating
credit risk
machine learning
Opis:
Credit scores are critical for financial sector investors and government officials, so it is important to develop reliable, transparent and appropriate tools for obtaining ratings. This study aims to predict company credit scores with machine learning and modern statistical methods, both in sectoral and aggregated data. Analyses are made on 1881 companies operating in three different sectors that applied for loans from Turkey’s largest public bank. The results of the experiment are compared in terms of classification accuracy, sensitivity, specificity, precision and Mathews correlation coefficient. When the credit ratings are estimated on a sectoral basis, it is observed that the classification rate considerably changes. Considering the analysis results, it is seen that logistic regression analysis, support vector machines, random forest and XGBoost have better performance than decision tree and k-nearest neighbour for all data sets.
Źródło:
Operations Research and Decisions; 2022, 32, 1; 25--47
2081-8858
2391-6060
Pojawia się w:
Operations Research and Decisions
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
THE ATTEMPT TO CREATE AN INTERNAL CREDIT RISK RATING OF PRODUCTION COMPANIES WITH THE USE OF OPERATIONAL RESEARCH METHOD
Autorzy:
Chodakowska, Ewa
Wardzinska, Katarzyna
Powiązania:
https://bibliotekanauki.pl/articles/453329.pdf
Data publikacji:
2013
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
Tematy:
rating
credit risk
operational research
DEA
Opis:
In the article the ratings developed by Moody's Corporation, Standard & Poor's Ratings Services and financial data of Polish windows manufactures were analyzed. Ratings published by international agencies were compared with an independently developed rating. Authors made an attempt to verify the hypothesis whether the internal rating created by means of operational research method, significantly differs from the ratings prepared by international rating agencies. In the article mathematical possibilities of potential changes in credit rating were presented.
Źródło:
Metody Ilościowe w Badaniach Ekonomicznych; 2013, 14, 1; 74-83
2082-792X
Pojawia się w:
Metody Ilościowe w Badaniach Ekonomicznych
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Analysis of Acoustic Environment on Premises of Nursery Schools in Wrocław
Autorzy:
Rudno-Rudzińska, B.
Czajkowska, K.
Powiązania:
https://bibliotekanauki.pl/articles/178016.pdf
Data publikacji:
2010
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
nursery schools
noise exposure
noise rating
Opis:
The aim of this project was to create a ranking of the nursery schools in Wrocław with regard to the quality of the acoustic environment on their premises, using a specially developed evaluation methodology. Each nursery school was rated according to an adopted grading scale on the basis of the noise level distribution on the playground and on the nursery school building facades. Using the grading scale one can classify nursery school premises into twelve categories characterized by different acoustic environment quality, from exceptionally good (< 45 dB) to exceptionally bad (> 70 dB). The appropriately rescaled data from the acoustic map of Wrocław and the authors’ own measurements and simulation analyses were used. The developed methodology was verified by comparing the ratings yielded by it with those determined on the basis of field measurements and simulation studies, carried out for several selected nursery schools. The paper presents the results of an acoustic environment quality assessment carried out, using the developed investigative methodology, for 118 nursery schools located in Wrocław.
Źródło:
Archives of Acoustics; 2010, 35, 2; 245-252
0137-5075
Pojawia się w:
Archives of Acoustics
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 110

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