Discovery Projects - Grant ID: DP120103704

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP120103704

Funding Status
Closed

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Funded Activity Summary

The predictive, behavioural and economic forecasting performance of alternative credit risk and bankruptcy models: a global study. This study empirically evaluates a range of "new age" credit risk models using a large global sample of failed firms and bond ratings data. The study will provide a substantive body of empirical evidence to assist regulators, creditors, investors and other users assess the merits, strengths and limitations of alternative risk modelling approaches.

Funded Activity Details

Start Date: 13-04-2012

End Date: 31-07-2015

Funding Scheme: Discovery Projects

Funding Amount: $180,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Econometric and Statistical Methods | Financial Economics | Accounting, Auditing and Accountability | Financial Accounting | Financial Econometrics

ANZSRC Socio-Economic Objective (SEO)

Economic Framework not elsewhere classified |

Other Keywords

Accounting, Auditing and Accountability | Econometric and Statistical Methods | Economic Framework not elsewhere classified | Financial Accounting | Financial Econometrics | Financial Economics

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