分区域的企业财务危机预警模型比较研究

Comparison Research of Forecasting Models of Financial Distress for Companies of Different Districts

运用多元判别模型、Logit模型和主成分模型,分不同省级区域,对企业财务危机进行预警研究,并对不同区域模型和不同预警技术的判别准确率、预警模型的指标选择、不同类型危机的预警判别进行比较分析,以期为商业银行应用这些模型进行信用风险度量和信贷风险预警提供参考。

This paper makes use of the multiple discriminate analysis model, Logit model, principal component analysis model, to carry on the early - warning research of the enterprises＇ Financial Distress by dividing different districts. The paper analyses the accuracy of discretion for the early - warning models in different districts; the precision of the different models; the possibility of the parameter selection; the comparison of different types of early - warning models. These models can be used for credit risk measurement and forecasting in commercial banks.