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What is Recalibrating Bankruptcy Prediction Models about?

This document summarizes a thesis that examines the accuracy of three historical corporate bankruptcy prediction models (Altman(1968), Ohlson(1980), and Zmijewski(1984)) after recalibrating them and applying them to US listed firms from 2005-2007, a period after changes to US bankruptcy law. The original models are first applied and found to overpredict bankruptcy. Then the models are recalibrated by re-estimating the coefficients to increase importance of short-term liquidity variables. After recalibrating

Author

samashraf

Language

EN