摘要
通过美国银行业1994～2004年的最新数据，分别用Z评分方法和LOGIT方法进行预警分析表明：LOGIT模型和Z评分模型都能够有效预测美国银行业1994～2004年的银行倒闭事件。LOGIT模型在预警的准确性和稳定性方面都高于Z评分模型。
Both the LOGIT model and the Z -Score model is used to predict bank failures in USA from 1994 to 2004 in this paper. The results show that both models performed well in terms of classification resuits. However, LOGIT model outperformed Z - Score model in percentage correct and predicting stability.
出处
《软科学》
CSSCI
2006年第2期52-55,共4页
Soft Science
