| 信用评级结果检验方法的实证研究 |
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| 引用本文： | 杨小平.信用评级结果检验方法的实证研究[J].河南金融管理干部学院学报,2014(1):8-11. |
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| 作者姓名： | 杨小平 |
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| 作者单位： | 中国人民银行南宁中心支行,广西南宁530028 |
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| 摘 要： | 根据国内信用评级公司违约率数据的分布特点,运用回归分析的原理,提出检验信用评级公司评级结果可信度的方法.使用该方法,发现评级结果可信度排在前24位的评级公司其评级结果在逐年改善.同时,在阐述该方法的缺陷和不足之后,提出了下一步的研究方向.
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| 关 键 词： | 信用评级 违约率 模型 |
An Empirical Research on the Results of Credit Rating Test Methods |
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| YANG Xiaoping.An Empirical Research on the Results of Credit Rating Test Methods[J].Journal of Henan College of Financial Management Cadres,2014(1):8-11. |
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| Authors: | YANG Xiaoping |
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| Institution: | YANG Xiaoping (Nanning Central Sub - branch of the People＇s Bank of China, Nanning , Guangxi 530028, China ) |
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| Abstract: | According to the distribution characteristics of default data in the credit rating companies in China, by using the principle of regression analysis, the paper proposes an approach to testing the credibility of rating results from the credit rating agencies. It＇ s found that by using this method the rating results for the top 24 credibility of the rating agencies are being improved year by year. Meanwhile, we also address the shortcomings and deficiencies of the method, and put forward proposals for future research. |
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| Keywords: | credit rating probability of default （PD） model |
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