79042 - Moldels of Insolvency Prevision

Academic Year 2023/2024

  • Docente: Enrico Supino
  • Credits: 6
  • SSD: SECS-P/07
  • Language: Italian
  • Teaching Mode: Traditional lectures
  • Campus: Rimini
  • Corso: Second cycle degree programme (LM) in Statistical, Financial and Actuarial Sciences (cod. 8877)

Learning outcomes

At the end of the course, the students will know the main financial performance measures and the most used techniques to build credit scoring models.

Course contents

  • Financial performance indicators to evaluate profitability and solvency;
  • Linear discriminant analysis for credit scoring models;
  • Logistic regression for credit scoring models;
  • Artificial neural networks for credit scoring models.

Readings/Bibliography

  

Teaching methods

  

Assessment methods

Written test - Multiple choice questions (23 points out of 30)

Oral test - Group project work, groups of up to 5 people (8 points out of 30)

Class tests during the course (up to 2 points)

Below is a table showing the equivalence between the grades in thirtieths and an opinion on the understanding of the subject:

  • <18 insufficient
  • 18-23 sufficient
  • 24-27good
  • 28-30 very good
  • 30 with honors excellent

Teaching tools

Book chapters, slides and other study material will be made available to students at the end of each lecture

Office hours

See the website of Enrico Supino