| 小企业信用评估的模型构建与实证分析 |
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| 引用本文： | 马晓青,刘莉亚,胡乃红,王静.小企业信用评估的模型构建与实证分析[J].财经研究,2012(5):28-37. |
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| 作者姓名： | 马晓青 刘莉亚 胡乃红 王静 |
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| 作者单位： | 上海电力学院经济与管理学院;上海财经大学金融学院 |
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| 基金项目： | 国家哲学社会科学基金项目(10BJY056);上海市哲学社会科学规划基金项目(2010BJB008);上海市教委科研创新项目(11ZS68);上海市曙光计划支持项目(10SG34) |
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| 摘 要： | 文章采用我国东部某银行小企业信贷数据,使用Logistic模型与因子分析相结合的方法提出了构建小企业信用评估体系的思路。研究结果表明,财务因素中资产负债率与违约概率正相关,非财务指标中对违约概率影响最大的是基本存款账户是否在本银行和银行客户类型。与以往研究相比,文章综合考虑了财务与非财务指标,研究结果对构建小企业信用评估指标体系具有重要的参考价值。
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| 关 键 词： | 小企业 信用评估 因子分析 Logistic模型 |
Model Construction and Empirical Analysis of Small Enterprise Credit Assessment |
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| MA Xiao-qing,LIU Li-ya,HU Nai-hong,WANG Jing.Model Construction and Empirical Analysis of Small Enterprise Credit Assessment[J].The Study of Finance and Economics,2012(5):28-37. |
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| Authors: | MA Xiao-qing LIU Li-ya HU Nai-hong WANG Jing |
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| Institution: | 1.School of Economics and Management,Shanghai University of Electric Power, Shanghai 200436,China;2.School of Finance,Shanghai University of Finance and Economics,Shanghai 200433,China) |
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| Abstract: | Based on the small enterprise credit data of an eastern bank in China,this paper puts forward the idea of constructing small enterprise credit assessment system by using Logistic model and factor analysis.The results show that as for financial factors,asset-liability ratio is positively related to the probability of default,and as for non-financial indicators,whether the basic deposit accounts of small enterprises are opened in the bank and bank consumer types have the largest effects on the probability of default.Compared to previous studies,this paper takes financial and non-financial indicators into account and provides great implication for the construction of small enterprise credit assessment system. |
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| Keywords: | small enterprise credit assessment factor analysis Logistic model |
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