基于Logistic模型的我国房地产企业信用风险度量研究  

Research on Credit Risk Measurement of China's Real Estate Enterprises Based on Logistic Model

作　　者：胡胜[1] 雷欢欢 胡华强 HU Sheng;LEI Huan-huan;HU Hua-qiang(Jiujiang University,Jiujiang,Jiangxi 332005,China;Zhengzhou University of Aeronautics,Zhengzhou,Henan 450000,China)

机构地区：[1]九江学院,江西九江332005 [2]郑州航空工业管理学院,河南郑州450000

出　　处：《中国软科学》2018年第12期157-164,共8页China Soft Science

基　　金：江西省教育厅重点科技项目"我国房地产企业信贷信用风险度量与化解研究"(14727)

摘　　要：一系列限购、限贷调控政策使我国房地产信用风险加剧。本文基于主成分分析法和Logistic模型原理,从偿债能力指标、获利能力指标、营运能力指标、发展能力指标、宏观经济指标等五个方面,筛选指标构建出我国房地产信用风险度量模型。其预警准确率较高,能适用于我国房地产信用风险度量和探讨信用风险影响主要因素,进而提出相关政策措施。A series of restrictions on purchase and loan of the real estate have aggravated the credit risk of the real estate in China.We would build the measurement model on real estate credit risk by applying the method of the principal component analysis and the logistic model on the indexes selected from five aspects:solvency indicators,profitability indicators,transport capacity indicators,development capability indicators,macroeconomic indicators,etc.The model has good accuracy,which could be applied tothe credit risk measuremen t of real estate in china and discussing the main factors of affecting credit risk;then we would put forward relevant policy suggestions.

关 键 词：房地产企业 信用风险 LOGISTIC模型 主成分分析法 

分 类 号：F293.33[经济管理—国民经济]