| 基于公司效率的我国上市公司信用风险评估 |
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| 引用本文： | 郝丽芳,刘旭东.基于公司效率的我国上市公司信用风险评估[J].科技情报开发与经济,2011,21(4):170-172. |
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| 作者姓名： | 郝丽芳 刘旭东 |
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| 作者单位： | 1. 山西大学管理学院,山西太原,030006
2. 中国人民银行太原中心支行,山西太原,030002 |
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| 摘 要： | 在用随机边界法计算公司效率指标的基础上,利用logit回归分析法构建了信息技术业和医药生物制品两行业的信用风险评估模型。研究结果表明：公司效率对信用风险有较强的长期预测能力,说明企业在进行信用风险评估时要同时考虑财务指标和公司效率等非财务指标,增强财务预警机制的有效性。
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| 关 键 词： | 信用风险评估 公司效率 logit回归 |
The Credit Risk Assessment of Chinese Listed Companies Based on Company Efficiency |
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| HAO Li-fang,LIU Xu-dong.The Credit Risk Assessment of Chinese Listed Companies Based on Company Efficiency[J].Sci-Tech Information Development & Economy,2011,21(4):170-172. |
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| Authors: | HAO Li-fang LIU Xu-dong |
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| Institution: | HAO Li-fang,LIU Xu-dong |
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| Abstract: | Based on calculating the company efficiency index by using stochastic frontiers,this paper establishes the credit risk assessment model for IT industry and pharmaceutical and biological products industry by using logit regression.The research results show that the company efficiency has stronger ability for the long-term prediction of credit risk,which illustrates that the enterprise should take simultaneously the financial indexes and non-financial indexes such as the company efficiency into consideration ... |
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| Keywords: | credit risk assessment company efficiency logit regression |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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