国有商业银行信贷风险预警模型研究

The Positive Research to Pre-Warning Model of Credit Risk for State-owned Commercial Bank

建立预警模型是国际信贷风险领域的主流做法。多变量信贷风险预警模型的应用是国际上最有效的主流做法。在参考国内现有研究成果的基础上,运用线性概率模型和Logistic模型,通过统计分析的方法,建立国有商业银行信贷风险预警模型,并通过实证检验,可以说明,我国上市公司的财务数据是有效的,并且具有较强的预测能力;银行作为债权人完全可以根据上市公司的财务报表对上市公司的经营状况做出预测。

This paper,which while analyzing necessity of taking pre - warning model in credit risk management of stated - owned commercial banks, using the Linear Probability Model and Logistic Model to carry on the positive research,establish pre -warning judging index system and credit risk pre - warning mathematics model of stated - owned commercial bank credit risk. This paper probe the question which should be paid attention to in using the pre ＇ warning model by credit risk management of stated - owned commercial bank.