Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios

B-Tier
Journal: Journal of Financial and Quantitative Analysis
Year: 2014
Volume: 49
Issue: 4
Pages: 1071-1099

Authors (4)

Giordani, Paolo (Sveriges Riksbank) Jacobson, Tor (not in RePEc) Schedvin, Erik von (not in RePEc) Villani, Mattias (Statistiska institutionen, Sto...)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We demonstrate improvements in predictive power when introducing spline functions to take account of highly nonlinear relationships between firm failure and leverage, earnings, and liquidity in a logistic bankruptcy model. Our results show that modeling excessive nonlinearities yields substantially improved bankruptcy predictions, on the order of 70%–90%, compared with a standard logistic model. The spline model provides several important and surprising insights into nonmonotonic bankruptcy relationships. We find that low-leveraged as well as highly profitable firms are riskier than those given by a standard model, possibly a manifestation of credit rationing and excess cash-flow volatility.

Technical Details

RePEc Handle
repec:cup:jfinqa:v:49:y:2014:i:04:p:1071-1099_00
Journal Field
Finance
Author Count
4
Added to Database
2026-01-25