1
اقتصاد::
نمره z متعارف
As robustness checks, we conduct the same analysis with other bank risk measures, the loan-to-asset ratio and the traditional Z-score, and we perform our main regressions with a country-level shadow rate, which allows checking the stability of our results.
Hence, the negative traditional Z-score
Thus, compared to the traditional Z-score, Ztrad, our asymmetric Z- score is computed with stable cumulative distribution function, FStD(.)
In the literature, the traditional Z-score is computed by applying a three- or five-year rolling window to determine the mean and standard deviation of ROA.
First, the values obtained by the traditional Z-score are inconsistent with the original concept of probability of default.
واژگان شبکه مترجمین ایران