Projects funded by the NCN


Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

Delete all

The Quality and Scope of Information in the Context of Corporate Default Prediction

2015/17/B/HS4/02081

Keywords:

Corporate finance bankruptcy probability of default private companies

Descriptors:

  • HS4_6: Financial markets, international finance, public finance
  • HS4_7: Banking, corporate finance, accounting
  • HS4_2: Microeconomics, institutional economics

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Szkoła Główna Handlowa w Warszawie, Kolegium Gospodarki Światowej

woj. mazowieckie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr hab. Tomasz Berent 

Number of co-investigators in the project: 4

Call: OPUS 9 - announced on 2015-03-16

Amount awarded: 361 800 PLN

Project start date (Y-m-d): 2016-03-16

Project end date (Y-m-d): 2022-03-15

Project duration:: 72 months (the same as in the proposal)

Project status: Project settled

Project description

Download the project description in a pdf file

Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Equipment purchased [PL]

  1. Laptop - szt. 2 (7 699 PLN)
  2. Stacja robocza klasy PC wraz z oprogramowaniem specjalistycznym (15 000 PLN)

Information in the final report

  • Publication in academic press/journals (2)
  • Book publications / chapters in book publications (1)
  1. Firm's default — new methodological approach and preliminary evidence from Poland.
    Authors:
    Berent, T., Bławat, B., Dietl, M., Krzyk, P., & Rejman, R.
    Academic press:
    Equilibrium. Quarterly Journal of Economics and Economic Policy (rok: 2017, tom: 12(4), strony: 753-773), Wydawca: nd
    Status:
    Published
    DOI:
    10.24136/eq.v12i4.39 - link to the publication
  2. Bankruptcy Prediction with a Doubly Stochastic Poisson Forward Intensity Model and Low-Quality Data.
    Authors:
    Berent T., Rejman R.
    Academic press:
    Risks (rok: 2021, tom: 9, strony: 45315), Wydawca: MDPI
    Status:
    Published
    DOI:
    10.3390/risks9120217 - link to the publication
  1. Firms' default – from prediction accuracy to informational capacity of predictors
    Authors:
    Berent T., Bławat B., Dietl M., Rejman R.
    Book:
    Proceedings of the International Conference on Applied Economics : Finance (rok: 2017, tom: nd, strony: 45301), Wydawca: Institute of Economic Research
    Status:
    Published