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运用聚类分析法对我国企业信贷风险的评估与预测
引用本文:王平,赵人可,彭朝晖.运用聚类分析法对我国企业信贷风险的评估与预测[J].数学理论与应用,2010(1):92-97.
作者姓名:王平  赵人可  彭朝晖
作者单位:长沙理工大学数学与计算科学学院;长沙理工大学经济管理学院;
基金项目:国家自然科学基金(No:10771021;10471012);;教育部留学回国人员科研启动基金([2005]564);;湖南省自然科学基金(No:08JJ3007);;湖南省教育厅科研基金(No:07A003;08C120;07C078;09C059;09C113)项目资助
摘    要:本文通过对企业财务指标的分析与选取,运用聚类分析法对我国企业的信用风险贷款质量进行了评估与预测。根据企业信用风险程度,将商业银行对企业的贷款质量分为正常、关注、次级、可疑、损失五类形态。以此对上市公司的运行状况作出评价,为商业银行是否对其贷款提供依据。

关 键 词:聚类分析  信贷风险  评估  预测

The Use of Cluster Analysis on China's Credit Risk of Evaluation and Prediction
Wang Ping Zhao Renke Peng Zhaohui.The Use of Cluster Analysis on China's Credit Risk of Evaluation and Prediction[J].Mathematical Theory and Applications,2010(1):92-97.
Authors:Wang Ping Zhao Renke Peng Zhaohui
Institution:1.School of Mathematics and Computational Science/a>;Changsha University of Science andTechnology/a>;Changsha/a>;410076;2.School of Economics and Management/a>;Changsha University of Science and Technology/a>;410076
Abstract:According to analysis and selection of finance indicators,the paper evaluates and predicts the quality of fiduciary loan risk by clustering methods.From the credit risk degree,in commercial bank,the loan quality is divded into five degrees:normal,attention,secondary,shadiness,loss.The paper makes evaluation of operational state of listed companies,and provides the basis on whether the banks provide a loan.
Keywords:Cluster analysis Credit risk Evaluation Prediction  
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