基于主成分分析法的我国上市公司信用风险评价模型  

Evaluation Model of Credit Risks of Chinese Listed Enterprises Based on Main-Composition Analysis

作　　者：李秉祥[1] 

机构地区：[1]西安理工大学工商管理学院,陕西西安710048

出　　处：《西安理工大学学报》2005年第2期219-222,共4页Journal of Xi'an University of Technology

基　　金：国家自然科学基金资助项目(70372053);西安理工大学科技创新与特色研究计划资助项目

摘　　要：采用理论分析与实证分析相结合的研究方法,建立了适合我国上市公司信用风险评估的模型。该模型采用主成分分析法筛选出我国企业信用风险评价的主要指标变量,并选取我国2002年度22个行业500家上市公司的财务数据样本,对该模型进行验证,得到的判别正确率为88.67%。该模型评价指标体系简单,实用性强,运行成本低,准确率高,为我国上市公司信用风险评价提供了一种新的有效方法。Research method of combining theoretical analysis with positive analysis is used to establish the credit risk evaluation model suitable for the listed enterprises in our country. The main index variables for credit risk evaluation of enterprises in our country are screened with this model using main-component analysis method. The financial data specimens of 500 listed enterprises in 22 undertakings in 2002 are selected in our country to test this model, with 88.67% of judgement right rate obtained. The evaluation index system of this model is simple and practical with low operation cost, and high accurate efficiency whereby providing a kind of new and effective method for risk evaluation of listed companies in our country.

关 键 词：信用风险 评价 模型 主成分分析法 

分 类 号：F275[经济管理—企业管理]