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CRI RMI - Nowy model oceny ryzyka wystąpienia trudności finansowych firm

Bławat, Bogusław (2012): CRI RMI - Nowy model oceny ryzyka wystąpienia trudności finansowych firm. Forthcoming in:

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Abstract

In the presented paper, the author tried to introduce a new initiative in risk assessment of companies' financial difficulties, which arise in the RMI CRI in Singapore under the guidance of prof. Jin-Chuan Duan. This initiative and proposed based on Poisson process theoretical model is available on a public good principle, and its updated daily results published on the RMI website. The work consists of two parts, in which after the discussion of the main existing theoretical models, the assumptions, parameter estimation, calibration and selection of input data for the CRI RMI model is presented in detail.

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