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信贷违约中期预警模型的构建与分析——以医药制造企业为实证
引用本文:何自力,孙海青.信贷违约中期预警模型的构建与分析——以医药制造企业为实证[J].广东金融学院学报,2007,22(3):83-87,F0003.
作者姓名:何自力  孙海青
作者单位:1. 华南理工大学,广东广州,510640
2. 中国工商银行,广东省分行,广东广州,510100
摘    要:根据新巴塞尔资本协议,基于内部评级法要求的银行客户信用等级评定可以作为测算客户信用风险违约概率的依据,但其有效期不得超过1年;构建预警模型进行中期(2-4年)预警是深化信贷风险管理的客观要求。在对当前国内外财务预警文献梳理的基础上,选择线性判别模型和logit回归模型作为信贷违约预警的基本分析工具,并利用医药制造行业样本公司实际指标数据,对各个模型的中期预测效果进行分析比较,并提出了政策建议。

关 键 词:信贷违约  中期预警  判别分析

The Constitution and Analysis of Mid-term Alarming Model of Credit Defaulting -An Empirical Study of Medicine Industry Enterprises
He Zili,Sun Haiqing.The Constitution and Analysis of Mid-term Alarming Model of Credit Defaulting -An Empirical Study of Medicine Industry Enterprises[J].Journal of Guangdong University of Finance,2007,22(3):83-87,F0003.
Authors:He Zili  Sun Haiqing
Abstract:According to Bessel asset agreement,and base on using internal evaluation requirement of banks' clients credit grade to evaluate the credit defaulting possibility of clients,the validation is within 1 year;Constituting a mid?term(2 to 4 years) alarming model is a objective requirement to deepening credit risk management.On the base of analyzing the present domestic and foreign financial alarming,and selective model and logit regression model are being used as a tool to analyze credit defaulting alarm.This paper also uses the actual indexes of medicine industry to analyze and compare the mid-term predicted result of different models,and purposes strategic suggestions.
Keywords:Credit Defaulting  Mid?term Alarming  Distinctive Analysis
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