商业银行信用风险预警模型的实证研究 |
点此下载全文 |
引用本文:刘倩.商业银行信用风险预警模型的实证研究[J].财经理论与实践,2010,(4):13-16 |
摘要点击次数: 2144 |
全文下载次数: 291 |
|
|
中文摘要:选择深沪两市40家上市公司作为样本,对基础财务指标采用相关分析法和逻辑回归法进行筛选,构建信用风险预警模型。实证研究表明:该模型能够有效地为商业银行识别出有问题的企业,从而降低商业银行不良贷款的形成。 |
中文关键词:财务风险预警 逻辑回归模型 稳健性检验 |
|
Empirical Study on the Pre alarm Model for Credit Risks |
|
|
Abstract:40 companies are sampled from the list of Shanghai and Shenzhen Stock markets. Correlation analysis and logic regression analysis are used to screen data for the building of the pre-alarm model of credit risks. Te new model shows good identification for the risks, so that it is useful for limit the formation of bad loans. |
keywords:Alarm of Credit Risks Logic Regression Test of Stability |
查看全文 查看/发表评论 下载pdf阅读器 |