Empirical study of corporation credit default probability based on Logit model

被引：0

作者：

Luo, Jian-Hua ^{[1
]}

Lei, Han-Yun ^{[1
]}

机构：

[1] Cent S Univ, Commercial Coll, Changsha 410083, Peoples R China

来源：

2008 4TH INTERNATIONAL CONFERENCE ON WIRELESS COMMUNICATIONS, NETWORKING AND MOBILE COMPUTING, VOLS 1-31 | 2008年

关键词：

Commercial bank; Credit; Default probability; Logit model;

D O I：

暂无

中图分类号：

TN [电子技术、通信技术];

学科分类号：

0809 ;

摘要：

Based on actual data of state-owned commercial banks in China, combining with the corporation financial data, and applying Logit regression model, we empirically analyzed corporate default probability. The result shows that Logit model is an Ideal tool of forecasting corporate default probability, and that the data and techniques are of practical significance to credit rating and risk management of commercial banks.

引用

页码：9754 / 9761

页数：8

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