Credit rating forecasting model
Baglioni, Lorenzo (A.A. 2021/2022) Credit rating forecasting model. Tesi di Laurea in Financial markets and institutions, Luiss Guido Carli, relatore Ugo Zannini, pp. 54. [Bachelor's Degree Thesis]
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Abstract/Index
Key factors in companies' credit worthiness evaluation. The leverage. The profitability. The liquidity. The financial strenght. The company's age. The economic sector. The reliability of information. The elements of the regression. The data set. The economic sector. The most recent financial report. The credit rating. Date of incorporation. Total and current assets. Current liabilities. Total debt. Total capital. Net profit after taxes. Net cash flow from operating activities. Net cash flow from financing activities. The predictor variables. Cash flow from financing activities weighted average of the last 3 years. The model. How to solve multicollinearity issues. The three-factors model: cash flow from financing. Failed attempt one: cash flow from operating activities. Adding the categorical variables. Testing the model. Model's limitations and final comments.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Financial markets and institutions |
| Thesis Supervisor: | Zannini, Ugo |
| Academic Year: | 2021/2022 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 22 Sep 2022 15:15 |
| Last Modified: | 22 Sep 2022 15:15 |
| URI: | https://tesi.luiss.it/id/eprint/33421 |
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