| 商业银行信用风险预警模型的实证研究 |
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| 引用本文： | 刘倩.商业银行信用风险预警模型的实证研究[J].财经理论与实践,2010,31(4):13-16. |
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| 作者姓名： | 刘倩 |
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| 作者单位： | 长沙理工大学,经济与管理学院,湖南,长沙,410114;沙商贸职业技术学院,湖南,长沙,410004 |
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| 摘 要： | 选择深沪两市40家上市公司作为样本,对基础财务指标采用相关分析法和逻辑回归法进行筛选,构建信用风险预警模型.实证研究表明:该模型能够有效地为商业银行识别出有问题的企业,从而降低商业银行不良贷款的形成.
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| 关 键 词： | 财务风险预警 逻辑回归模型 稳健性检验 |
Empirical Study on the Pre alarm Model for Credit Risks |
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| LIU Qian.Empirical Study on the Pre alarm Model for Credit Risks[J].The Theory and Practice of Finance and Economics,2010,31(4):13-16. |
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| Authors: | LIU Qian |
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| Institution: | (1.Changsha University of Science & Technology Hunan Changsha410114,China;2.Changsha Commerce & Tourism College,Hunan Changsha410004,China) |
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| Abstract: | 40 companies are sampled from the list of Shanghai and Shenzhen Stock markets. Correlation analysis and logic regression analysis are used to screen data for the building of the pre-alarm model of credit risks. Te new model shows good identification for the risks, so that it is useful for limit the formation of bad loans. |
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| Keywords: | Alarm of Credit Risks Logic Regression Test of Stability |
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