| 企业潜在信用风险的预警模型 |
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| 引用本文： | 何亮亮.企业潜在信用风险的预警模型[J].大连海事大学学报(社会科学版),2007,6(3):48-50. |
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| 作者姓名： | 何亮亮 |
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| 作者单位： | 东北财经大学,金融学院,辽宁,大连,116025 |
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| 摘 要： | 运用多元统计分析方法,以中国2005年底运营中的200个上市公司为样本,建立Fisher模型和LR模型,并进行比较与分析,结果表明,Fisher模型和LR模型都是具有较强判别力的潜在信用风险预警模型,可为企业潜在信用风险防范提供有益参考。
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| 关 键 词： | 信用风险 预警模型 多元统计分析 判别分析 Logistic回归 |
| 文章编号： | 1671-7031(2007)03-0048-03 |
| 修稿时间： | 2007年3月19日 |
Enterprise's potential credit risk prewarning model |
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| HE Liang-liang.Enterprise''''s potential credit risk prewarning model[J].Journal of Dalian Maritime University:Social Science Edition,2007,6(3):48-50. |
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| Authors: | HE Liang-liang |
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| Abstract: | By the method of plural statistical analysis,Fisher model and LR model are formed based on the 200 running public companies samples by the end of 2005 in China.Fisher model and LR model are compared and the result indicates that both of these prewarnig models can predict the credit risk well and provide sound reference for the protection against the public company's potential credit risk. |
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| Keywords: | credit risk prewarning model plural statistical analysis discriminant analysis logistic regression |
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