| 基于logistic模型的上市公司信用风险评价 |
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| 作者姓名： | FU Qiang LI Yong-tao |
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| 作者单位： | 重庆大学,经济与工商管理学院,重庆,400044 |
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| 摘 要： | 文章分析了上市公司信用风险的成因,通过对上市公司年报数据的处理,建立了判断上市公司信用状况的logistic模型,该模型中嵌入的利息保障倍数和存货周转率是上市公司信用的关键决定指标,利用该模型可以对上市公司一年后的信用状况进行评估。
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| 关 键 词： | 信用风险 上市公司 logistic模型 |
| 文章编号： | 1007-5097（2005）09-0095-04 |
| 收稿时间： | 2005-06-30 |
| 修稿时间： | 2005年6月30日 |
Listed Companies'Credit Risk Evaluation Based on Logistic Model |
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| FU Qiang,LI Yong-tao.Listed Companies''Credit Risk Evaluation Based on Logistic Model[J].East China Economic Management,2005,19(9):95-98. |
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| Authors: | FU Qiang LI Yong-tao |
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| Institution: | College of Economics and Business Administration,Chongqing University,Chongqing 400044,China) |
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| Abstract: | This paper analyzes the causes that contribute to listed companies' credit risk,and then formulates a logistic model of judging listed companies' credit in which interest rate safeguard multiplier and turnover rate of inventory are key indices through handling the data of the companies'annual reports.Listed companies' credit after one year can be evaluated by using the model. |
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| Keywords: | credit risk listed companies logistic model |
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