基于Logistic模型对上市公司的信用等级评价研究  

Logistic mode-based credit rating assessment of listed companies

作　　者：李金海[1] 付琳娜[1] 李建华[1] 

机构地区：[1]河北工业大学管理学院,天津300401

出　　处：《河北工业大学学报》2011年第6期113-118,共6页Journal of Hebei University of Technology

摘　　要：随着经济的突飞猛进,经济市场上的交易方式开始向信用交易的方式转变,信用风险发生的几率正逐步增大.为了降低信用风险和交易中的风险成本,人们开始对企业信用评级展开研究.通过对几种评价模型的分析,对它们的优缺点进行比较,最终选定Logistic模型对企业信用进行评估.以97家上市公司连续四年的财务数据为研究对象,运用SPSS软件对指标进行相关性分析,并结合Mann-Whitney U检验法进行实证分析,结果表明Logistic模型在信用评级上有较好的预测效果,并表现出了很好的稳定性,具有很强的推广能力.With the rapid development of the market economy, the traditional ways of trade are changing to credit trans- action gradually. Credit risk is more likely to happen. To reduce the credit risk of the business and the consequence of the risk, people start to pay close attention to corporate credit rating. Through analyzing several models of evaluation and comparing their advantages and disadvantages, we selected Logistic model to evaluate corporate credit. With the four years＇ financial data of 97 quoted companies as the object, we used SPSS to analyze the relativity of the indexes. Then, we made the demonstration analysis combined with Mann-Whitney U. The result shows that Logistic model has good prediction effect on credit rating with good stability and strong extension.

关 键 词：信用风险 信用等级评价 上市公司 LOGISTIC模型 

分 类 号：F830[经济管理—金融学]