The corporate credit rating system
碩士 === 東吳大學 === 國際貿易學系 === 93 === The operational risk keeps increasing since the competition of financial institutions has been more and more severe. As the result, credit rating systems plays an important role in the economic activities. In this study, we use the logit regression analysis and the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/50797285843434238187 |
| Summary: | 碩士 === 東吳大學 === 國際貿易學系 === 93 === The operational risk keeps increasing since the competition of financial
institutions has been more and more severe. As the result, credit rating systems
plays an important role in the economic activities. In this study, we use the logit
regression analysis and the cluster analysis model to investigate the bankruptcy
corporation data. The paper will base on statistical methods to categorize local
companies into different levels of credit rating. We find that the logit model has
the better prediction accuracy and the smaller type-one error.
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