基于因子分析与聚类分析的我国传媒类上市公司信用评级模型  

Credit Risk Rating Model of China's Media Industry Listed Company

作　　者：孙瑞丽[1] 

机构地区：[1]武汉理工大学,湖北武汉430070

出　　处：《科技视界》2014年第6期172-172,228,共2页Science & Technology Vision

摘　　要：上市公司信用评级模型的建立是防范金融风险特别是信用风险的重要手段。本文以沪、深两家交易所A股传媒行业26家上市公司2012年年度财务数据为样本,运用SPSS统计分析软件采用因子分析和聚类分析相结合的方法建立企业信用风险评级模型。经检验分别基于因子得分和综合得分所建立的四级和五级信用风险模型对上市公司进行信用风险评估具备较强的指导作用。The credit rating model established in listed companies is an important means to prevent financial risks especially credit risk. In this paper , based on the financial data of Shanghai and Shenzhen exchanges＆#39; 26 A-share listed companies in the media industry in 2012, using SPSS through methods of factor analysis and cluster analysis to establish the credit risk rating models. The four and five-level credit risk models based on factor scores and composite score were assessed with a strong guiding role to measure the credit risk of listed companies.

关 键 词：信用风险 信用评级模型 因子分析 聚类分析 

分 类 号：F279.246[经济管理—企业管理]