| 分区域的企业财务危机预警模型比较研究 |
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| 引用本文： | 顾乾屏,张程,张颖,陈顺发.分区域的企业财务危机预警模型比较研究[J].山西财经大学学报,2006,28(6):127-132. |
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| 作者姓名： | 顾乾屏 张程 张颖 陈顺发 |
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| 作者单位： | [1]清华大学经济管理学院,北京100080 [2]中国人民大学财政金融学院,北京100872 [3]中国工商银行陕西分行,陕西西安710004 [4]中国工商银行漳州分行,福建漳州363000 |
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| 摘 要： | 运用多元判别模型、Logit模型和主成分模型，分不同省级区域，对企业财务危机进行预警研究，并对不同区域模型和不同预警技术的判别准确率、预警模型的指标选择、不同类型危机的预警判别进行比较分析，以期为商业银行应用这些模型进行信用风险度量和信贷风险预警提供参考。
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| 关 键 词： | 财务危机 多元判别分析 Logit回归 主成分分析 |
| 文章编号： | 1007-9556(2006)06-0127-06 |
| 修稿时间： | 2006年10月24 |
Comparison Research of Forecasting Models of Financial Distress for Companies of Different Districts |
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| GU Qian-ping,ZHANG Cheng,ZHANG Ying,CHEN Shun-fa.Comparison Research of Forecasting Models of Financial Distress for Companies of Different Districts[J].Journal of Shanxi Finance and Economics University,2006,28(6):127-132. |
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| Authors: | GU Qian-ping ZHANG Cheng ZHANG Ying CHEN Shun-fa |
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| Institution: | GU Qian-ping~1,ZHANG Cheng~2,ZHANG Ying~3,CHEN Shun-fa~4 |
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| Abstract: | This paper makes use of the multiple discriminate analysis model,Logit model,principal component analysis model,to carry on the early-warning research of the enterprises' Financial Distress by dividing different districts.The paper analyses the accuracy of discretion for the early-warning models in different districts;the precision of the different models;the possibility of the parameter selection;the comparison of different types of early-warning models.These models can be used for credit risk measurement and forecasting in commercial banks. |
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| Keywords: | financial distress multiple discriminate analysis Logit regression principal component analysis |
| 本文献已被 CNKI 维普 等数据库收录！ |
