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| 骆驼评级体系× | Altman Z-Score：预测公司破产× | |
|---|---|---|
| 领域 | 金融学 | 金融学 |
| 方法族≠ | Process / pipeline | Regression model |
| 起源年份≠ | 1998 | 1968 |
| 提出者≠ | US bank supervisory framework; Cole & Gunther | Edward Altman |
| 类型≠ | Composite supervisory rating | Multiple discriminant analysis scoring model |
| 开创性文献≠ | Cole, R. A., & Gunther, J. W. (1998). Predicting bank failures: A comparison of on- and off-site monitoring systems. Journal of Financial Services Research, 13(2), 103–117. DOI ↗ | Altman, E. I. (1968). Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. The Journal of Finance, 23(4), 589–609. DOI ↗ |
| 别名 | CAMELS Framework, Uniform Financial Institutions Rating System, UFIRS, CAMELS Derecelendirme Sistemi | Altman's Z-Score Model, Multiple Discriminant Analysis Bankruptcy Model, Z-Score Financial Distress Model, Altman Z-Skoru |
| 相关 | 3 | 3 |
| 摘要≠ | The CAMELS Rating System is a supervisory framework used by US bank regulators to evaluate the overall condition of financial institutions across six dimensions: Capital Adequacy, Asset Quality, Management, Earnings, Liquidity, and Sensitivity to Market Risk. Each component is scored on a scale of 1 (strong) to 5 (critically deficient), and a composite score is assigned based on examiner judgment. Developed in the US federal banking regulatory context, CAMELS emerged as the standard on-site examination tool and has since been adopted and adapted by regulators globally. | The Altman Z-Score is a linear discriminant model developed by Edward I. Altman in 1968 to predict corporate bankruptcy using five accounting-based financial ratios. Derived through multiple discriminant analysis on a matched sample of 66 US manufacturing firms, the model combines liquidity, profitability, leverage, solvency, and activity ratios into a single composite score that classifies firms as financially sound, distressed, or in a grey zone. |
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