Efficacy Assessments of Z-Score and Operating Cash Flow Insolvency Predictive Models Insolvency Predictive Models

Predictive Model of Insolvency Risk for Australian Corporations

This paper describes the development of a predictive model for corporate insolvency risk in Australia. The model building methodology is empirical with out-ofsample future year test sets. The regression method used is logistic regression after pre-processing by quantisation of interval (or numeric) attributes. We show that logistic regression matches the performance of ensemble methods, such as...

Performance Evaluation of Dynamic Modulus Predictive Models for Asphalt Mixtures

Dynamic modulus characterizes the viscoelastic behavior of asphalt materials and is the most important input parameter for design and rehabilitation of flexible pavements using Mechanistic–Empirical Pavement Design Guide (MEPDG). Laboratory determination of dynamic modulus is very expensive and time consuming. To overcome this challenge, several predictive models were developed to determine dyn...

Genetic information, privacy and insolvency.

Jin Cao: Illiquidity, Insolvency, and Banking Regulation Illiquidity, Insolvency, and Banking Regulation

This paper provides a compact framework for banking regulation analysis in the presence of uncertainty between systemic liquidity and solvency shocks. Extending the work by Cao & Illing (2009a, b), it is shown that systemic liquidity shortage arises endogenously as part of the inferior mixed strategy equilibrium. The paper compares different traditional regulatory policies which intend to fix t...

Deflation Caused by Bank Insolvency

The Japanese economy has suffered from persistent deflation since the mid-1990s, when the banking system fell into serious undercapitalization. In Germany and in China, worries about impending deflation have emerged, along with fear of prospective or hidden bank insolvency. In this paper I present a simple model in which bank insolvency causes deflation. During a period of bank insolvency, bank...