Article Details
  • Published Online:
    March  2024
  • Product Name:
    The IUP Journal of Financial Risk Management
  • Product Type:
    Article
  • Product Code:
    IJFRM010324
  • Author Name:
    Dinabandhu Mukhopadhyay and Biswajit Bhattacharya
  • Availability:
    YES
  • Subject/Domain:
    Finance
  • Download Format:
    PDF
  • Pages:
    14
Efficacy of Altman’s Z-Score in Predicting Corporate Insolvency and Bankruptcy: An Empirical Study with Reference to IBC 2016
Abstract

This study evaluates the Altman Z-Score model’s effectiveness in forecasting corporate insolvency by analyzing financial data from 217 companies. It focuses on the effect of key financial ratios— working capital/total assets, retained earnings/total assets, earnings before interest and taxes/total assets, market value of equity/total liabilities, and sales/total assets—on the Z-Score. Regression analysis indicates that all ratios significantly impact the Z-Score. The model accounts for 75% of the variance in Z-Scores, proving its effectiveness in evaluating financial stability. The results affirm the model’s relevance but also suggest improvements, such as incorporating real-time data and qualitative factors, to enhance predictive accuracy. The study highlights the use of Z-Score in predicting financial distress and proposes future refinements. The findings support the model’s application in addressing issues related to the Insolvency and Bankruptcy Code, 2016, and offer insolvency resolution professionals insights on shaping turnaround strategies.

Introduction

India has historically implemented various laws at different times to address challenges and provide legally sustainable financial management solutions for the struggling corporate sector, particularly in the post-1947 era.