finratKZ: finratKZ dataset
In AFR: Toolkit for Regression Analysis of Kazakhstan Banking Sector Data

finratKZ

R Documentation

finratKZ dataset

finratKZ dataset

finratKZ

Dataset of 400 corporate borrowers, i.e. 200 standard (IFRS stage 1) and 200 default ones, characterized by 29 financial ratios.

Default: Dummy variable where 0 - standard(IFRS stage 1) borrower, 1 - default borrower
Rev_gr: Revenue growth rate
EBITDA_gr: EBITDA growth rate
Cap_gr: Capital growth rate
CR: Current ratio
QR: Quick ratio
Cash_ratio: Cash ratio
WC_cycle: Working capital cycle
DTA: Debt-to-assets
DTE: Debt-to-equity
LR: Leverage ratio (Total assets/Total equity)
EBITDA_debt: EBITDA-to-debt
IC: Interest coverage (Income statement)
CTI: Cash-to-income
IC_CF: Interest coverage (Cash flow statement)
DCR: Debt coverage ratio (Cash flow from operations/Total debt)
CFR: Cash flow to revenue
CRA: Cash return on assets (Cash flow from operations/Total assets)
CRE: Cash return on equity (Cash flow from operations/Total equity)
ROA: Return on assets
ROE: Return on equity
NPM: Net profit margin
GPM: Gross profit margin
OPM: Operating profit margin
RecT: Receivables turnover
InvT: Inventory turnover
PayT: Payables turnover
TA: Total assets turnover
FA: Fixed assets turnover
WC: Working capital turnover